Preheat the oven to 300℉ and line a 13×18-inch half sheet pan with parchment paper.
Place pretzels in a single layer on the prepared baking sheet.
Unwrap the Rolo candies and place one on top of each pretzel, in the center.
Carefully place tray in the oven and bake at 300℉ for about 3 minutes, until the Rolos have just started to melt. Keep an eye on them, they melt quickly.
Remove the tray from the oven and immediately press a pecan on top of each Rolo. Don’t press down too far, just enough that the pecan sticks well.
Move tray to the refrigerator for 10 minutes or until the chocolate sets back up. Enjoy!
Notes
You may also use a silicone baking mat, foil, or simply grease the pan with non-stick cooking spray.