Preheat the oven to 200 degrees F. Prep a cookie sheet with a sheet of parchment paper, set aside.
Unwrap the Rolos candy. Set aside.
Place a layer of pretzels in the bottom of the prepared cookie sheet. Place one Rolo on top of each pretzel.
Place into the oven for 5-7 minutes, or until the Rolos are shiny (not melted). Remove from the oven carefully place on a pecan on each of the melty Rolos. Place into the freezer or fridge for 5 minutes to set. Enjoy!
