Turns out that an M&M shape packs more densely than spheres:

When poured in, they said, spheres occupy about 64 percent of the space in a container. M&M’s manage to pack in at a density of about 68 percent.

Apparently this applies to random packing; if the spheres/spheroids are deliberately arranged the results are identical. Apparently almond M&Ms, which are ellipsoidal, pack even better.