They are a supersaturated Sodium acetate solution. Liquids give off energy when they freeze and take energy in when they melt.

When you heat these and melt them they can stay stable as a saturated liquid until you create a small site for them to start freezing around - they then give off energy when they freeze. The 'clicker' is all that's required to localy concentrate it enough to form a single crystal seed to start the freezing