Preheat oven to 300 degrees. Line baking sheet with parchment paper.
Place pretzels on cookie sheet in a single layer. Place an unwrapped rolo candy on the center of each pretzel.
Place in preheated oven. Bake for 2 minutes and remove from the oven.
Press a pecan half into the top of each rolo. Allow the turtle candy to cool to room temperature. Refrigerate leftovers in an airtight container.
Video
Notes
Refrigerate: Store Rolo pretzel turtles in an airtight container for up to 2 weeks. Additionally, you can freeze these caramel chocolate pretzel bites for up to 3 months — they thaw beautifully!