Start by preheating the oven to 300F then line a baking sheet with parchment paper.
Place the pretzels on the prepared baking sheet, then top each pretzel with one unwrapped Rolo candy.
Bake the pretzels in the preheated oven for 4-5 minutes, pull them out and immediately top them with the pecan halves. Gently press to stick the pecan on top well.