Sweet Secrets were produced by Galoob from 1985 into the mid 90's. They started off as a series of lockets which transformed into dolls, and as they grew in popularity, Sweet Secrets became more diverse, and even expanded into playsets.

All images on this page are from eBay.

This set must be one of the last sets to be made judging by the design! I don't know if all three are from the same set but look like they could be.