Preheat oven to 300 degrees. Line an 18 by 13-inch baking sheet with parchment paper. Lay pretzels in a single layer on baking sheet then place one Rolo candy in the center of each pretzel. Warm in preheated oven just until chocolate and caramel have softened, about 4 minutes. Remove from oven then press 1 pecan into each Rolo candy. Transfer baking sheet to refrigerator and chill until chocolate has set. Store in an airtight container at room temperature .
