Preheat your oven to 350F. Unwrap your Rolos - try not to eat all of them. Place pretzels on the baking sheet in one layer. Top each pretzel with a Rolo. Bake for 3 to 5 minutes, until the chocolate just begins to melt. The Rolo candy should be soft but not completely melted. Remove from oven, carefully use a spatula to lift the pretzels on cooling rack and immediately squish the Rolo candy with a nut. ooohlala! Watch the caramel ooze out!.
