Preheat oven to 350 degrees. Place mini pretzels on cookie sheet. Place one Rolo chocolate caramel candy on each pretzel. Bake at 350 degrees for 3-5 minutes. Remove from the oven, the candy will be soft but not melted. Place a pecan half on each pretzel Rolo cookie. You decide how many you want to make by purchasing the pretzels, candy, and pecans you desire to serve.