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OK. I’m giving you fair warning. Don’t make these if you are on a diet or are living with someone on a diet. It will kill your diet. Oh, I know you have all kinds of will power and stuff…but I’m warning you: once you pop one of these little babies into your mouth, there’s no turning back! I know. I was on a diet. Once.
Preheat oven to 250 degrees (F). Line a baking sheet with foil. Spread pretzels over baking sheet in one even layer. Add one Rolo to each mini pretzel. Bake for 4 minutes.
Remove from oven and immediately add a pecan half to the top of the Rolo, squishing down. Let cool for a few minutes, then transfer baking sheet to freezer to chill for 10 minutes. Remove and store in a sealed container.