Unwrap the foil paper from the Rolos. Place the pretzels in a single layer on a large baking sheet. Place one Rolo on top of each pretzel, making sure it’s in the center.
Carefully transfer the baking sheet to the oven and bake for 3 minutes or until the Rolo candies have just started to melt. Keep an eye on them, you don’t want them to melt everywhere. It only takes a few minutes.
Remove the baking sheet from the oven and gently press one M&M or pecan on top of each Rolo. Let the Rolo pretzels set up until the chocolate is firm.
Notes
Store Rolo Pretzels in an airtight container on the counter for up to one week.