Start by wrapping your foam cone tightly in plastic wrap. This ensures that the food does not come into direct contact with the foam and provides a clean surface for assembly. Place the wrapped cone in the center of a large serving platter or a sturdy wooden board where it will stay for the duration of the party.
Drain all your olives and mozzarella pearls thoroughly. Pat them dry with paper towels so they do not drip down the tree. Take your turkey pepperoni slices and fold them into quarters or small rosettes. Slice the yellow bell pepper into a star shape using a small cookie cutter or a sharp paring knife to serve as the tree topper.
Starting at the very bottom of the cone, insert a toothpick at a slight upward angle. Slide an olive, a tomato, or a folded piece of turkey pepperoni onto the toothpick and push it into the cone until it is secure. Continue this process in a circular pattern around the base of the cone, alternating colors and textures to create a varied look.
Work your way up the cone layer by layer. Try to keep the items close together so that the plastic wrap underneath is not visible. If you find small gaps between the larger items, use smaller mozzarella pearls or individual olives to fill them in. As the cone tapers toward the top, use slightly fewer items per row.
Once the cone is completely covered, tuck small sprigs of fresh rosemary into the gaps. The rosemary acts as the pine needles of the tree and adds a wonderful festive aroma. Finally, secure your yellow pepper star to the very top of the cone using a toothpick. Surround the base of the tree on the platter with any remaining ingredients or extra rosemary for a finished look.