Start with pretzels. I use the square shape, you can use any shape. Put a Rolo on each pretzel. (Don't forget to unwrap them!)
Bake them in the oven at 200 degrees for 4 minutes.
After they come out of the oven, gently push a pecan onto the rolo and squish down. I do some with pecans and some with M&Ms because some of us don't like pecans.
Cool and enjoy! Yum-o!!