2 little round things like a lolly on 2sticks
Could be NTC inrush current limiters – these are a highish resistance cold & heat up when the current to the rectifier & capacitors flows (at a reduced level, due to the resistance). As they heat up, the resistance reduces towards zero. Their purpose is to "softly" charge up the capacitors on start-up & some types look as you describe.
I have had a couple (in small power supplies) that have gone pop & failed open circuit, so no current flows. There should be a part number on the side of the device – hopefully still readable if it is burnt – that should allow identification & replacement. A search for NTC inrush current limiters will get hits to Franell, Mouser, Digikey etc.
HTH
Nigel B