Thermoplastic based pavement marking sheets are disclosed. The marking sheets employ a conformant composite material including: polyolefin and a nonreinforcing mineral particulate; and/or a thermoplastic upper surface. Preferably, the sheet's thermoplastic upper surface is embedded with reflective elements and/or skid-resistant particles. A solventless process of embedding particles in thermoplastic pavement marking sheets is disclosed. Processes for preparing marking sheets are also disclosed. Conformant pavement marking sheets which may be applied in cooler conditions are also disclosed.