Fan Damacy's randomly appear. When you begin a level, if there is a Damacy in it, King will tell you. You just have to roll them up for this trophy. They are a tall red person with a heart shaped head (just like the trophy picture) and "FAN" written on their chest. My first one appeared when I played Young Gal's request for the third time to find the present, he was on top on the train that circles around the starting table.
These can be exchanged for 3 Candy Tickets each by speaking to the Store Clerk on the left side of the King's head.