Someone brought these to me. They are simple and delicious.
Place a single layer of pretzels on a sprayed, foil-lined cookie sheet. Unwrap Rolo candies and place one in the center of each pretzel. Carefully place in a 300° oven and cook for 2-4 minutes. They should look glossy and still hold their shape somewhat. Remove and quickly place a pecan half on each Rolo and press down on pecan to flatten Rolo. Cool until completely set. Store in covered container.