I only recently became aware of these when I bought a couple off of Ebay and wondered if any of you own any of them.

They're a tiny bit taller than the old He-Man/She-Ra mini comics, but that's about the size of them. They contain two stories each and are 6 pages long. The stories inside are not comic-style, but they do have some small pictures to go along with them. And the back of the booklet is an ad for the dolls with a Mattel logo.

Any ideas how they were distributed and how many of them exist?

I have the same three that are in your photos. If I remember correctly, they have a barcode on the back so that would indicate they were sold rather than given away. Maybe toy stores or news agents where the RR comics were also sold?