Preheat your oven to a low temperature of 300°F (150°C). Maintaining a low temperature is essential to melting the caramel slowly without burning the chocolate or the pretzel.

Line a large baking sheet (or two standard sheets) with parchment paper or a silicone baking mat. Ensure all Rolo candies are unwrapped before you proceed to assembly.

Arrange the pretzels in a single layer across the prepared baking sheets. Lay them flat and close together, ensuring they do not overlap. Place one unwrapped Rolo candy directly in the center of each pretzel.

Place the baking sheet into the preheated 300°F (150°C) oven. Bake for approximately 3 to 5 minutes. Watch the Rolos closely; they are ready when they appear shiny and slightly softened, but they should not be fully melted or spreading yet.

Immediately remove the baking sheet from the oven. Working quickly while the treats are still hot, take one pecan half and gently press it down onto the center of the softened Rolo candy.

The pressure from the pecan will cause the warm chocolate and caramel to spread slightly, securely adhering the nut to the pretzel underneath. Repeat this process for every Rolo pretzel on the sheet. (Tip: If the Rolos cool too much, return the tray to the oven for 30 seconds to re-soften.)

Allow the Rolo Pretzels to cool and fully set. This can be done at room temperature for about 30 to 45 minutes until the chocolate and caramel are firm again.

For faster cooling, place the baking sheets in the refrigerator for 10 to 15 minutes. Once fully set, carefully peel the treats off the parchment paper and store them in an airtight container.