A fat-based confection comprising a fat continuous phase and one or more flavor components selected from the group consisting of 2-hydroxy-3-methyl-2-cyclopenten-1-one, 2-acetyl furan, 2-acetyl-3-hydroxyfuran and methyl furanoate. Also provided is a method of making a fat-based confection comprising the steps of: dispersing a sweetener and a dairy protein in a fat to form a raw confection having a fat continuous phase heating the raw confection within a temperature range and for a time sufficient to thermally generate one or more flavor components selected from the group consisting of 2-hydroxy-3-methyl-2-cyclopenten-1-one, 2-acetyl furan, 2-acetyl-3-hydroxyfuran and methyl furanoate, thereby forming the fat-based confection and cooling the fat-based confection to a temperature sufficient to halt the thermal generation of flavor components.
