Arrange 1 ring doughnut holes around base of cone, placing as closely together as possible. Insert toothpick through each doughnut hole into cone to attach doughnut hole to cone, leaving end of toothpick sticking out (you'll push it in later with thimble).
Attach second ring of doughnut holes above first, again packing tightly and staggering so doughnut holes in second ring are not directly above doughnut holes in first ring.
Continue in same manner to attach remaining doughnut holes. For top tiers, if desired, slice off small amount of each doughnut hole on side facing toward cone to make shape more tapering. Finish covering cone with 1 doughnut hole attached to top of cone.
Using thimble, push in toothpicks until not visible.
Decorate by pushing candies and leaves into gaps between doughnut holes. If candies won't adhere, dip in corn syrup-water mixtur before attaching.
If desired, drizzle with chocolate or caramel sauce. Croquembouche keeps, covered loosely with aluminum foil and refrigerated, 2 to 3 days.
Test-kitchen tip: Shredded coconut on a platter around the croquembouche can give the feeling of snow. For a healthier option, substitute round cherry tomatoes or cherries for the doughnut holes.
