Lay one sheet of phyllo on a work surface (cover other sheets with plastic wrap and a lightly damp towel). Spray sheet lightly with nonstick spray. Place second sheet on top and spray lightly with nonstick spray. Place third sheet on top and spray with nonstick spray. Cut layered phyllo in half lengthwise.
Place one candy bar 2" from the corner of each strip. Fold the end over the candy bar at a 45° angle to form a triangle. Continue folding to form a triangle that encloses the filling until you reach the end (similar to folding a flag). Place on a parchment lined baking sheet.
Repeat with remaining sheets of phyllo and candy bars.
Place seam side down and spray the outside of the triangle to produce a golden brown color when baked. Bake until golden, about 20 minutes.