These came in surprise bags released some time in the 90s or early 2000s. There are 16 figures based on Greek mythology. They are about 50mm, and are made of soft plastic. Only released in Europe as far as I know. Very rare. Most people think they were made by Yolanda of Spain, but I do not know for certain.
I found this picture on the net (MXD I think).
This picture is also from MXD I think
This picture is also from some place on the net.
Found this picture on the net a few years ago, I don't remember where.