They come in two pieces and all are those stacked wafers like nutty bars with a thin layer of goop on the top and different coatings. The peanut butter one had PB between the layers, and the caramel ones had some caramel type stuff. People freaked out when they were announced and I fear many will be let down. They are just not that impressive with the wafer cookies being the predominant flavor.
UPDATE: The thin mint one is pretty much like a big thin mint cookie. The one that matches the actual GS cookies the most.