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

Prepare your baking sheets by lining a large baking sheet (or two standard sheets) with parchment paper or a silicone baking mat. Ensure all Rolo candies are unwrapped before proceeding.

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.

Bake for approximately 3 to 5 minutes. Watch the Rolos carefully; 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 and securely adhere to the pretzel underneath. Repeat for all treats.

If the Rolos cool too much and resist pressing, return the tray to the oven for 30 seconds to re-soften them.

Allow the Rolo Pretzels to cool and fully set. You may leave them 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. Store the finished Rolo Pretzels in an airtight container at room temperature for up to one week, or in the refrigerator for extended freshness.