Otherwise known as a drywall anchor or wall plug. My parents also call them mollies, but those are different (though also often used for screwing things into drywall).

Yeah, I didn't understand why people were going around talking about toothpicks when there is a thingy specifically made for the job.
To use a toothpick, I would need to go out and buy a pack, while I already have a dozen of them plugs lying around in my house. In fact I got 2 more pieces, complementary with the a handheld mixer, because it had a wall-mount fitment.