Sad Dry Bones
From the Super Mario Wiki
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Sad Dry Bones is like a regular Dry Bones, but with a blue colouration. Once it falls apart, it will re-assemble itself. The Sad Dry Bones is just like the bone-thrower Dry Bones from Super Mario World, except that it throws three bones at a time instead of one.
According to the game's Glossary, it "Weeps sadly and throws bones."