A thread on another forum mentioned them, think it was the pulp gaming one. They're hard vinyl figures that come with a wind up train set.
I managed to get a set on eBay for £5, pic below

someone on the pulp forum did a comparison shot next to some figures, it shows what the figures come like.

And the bonus? The windmill & watermill look like they'll paint up nicely for 10mm Warmaster :)