I couldn't find a bag of the little square pretzels, but I found them in 100 calorie packs. I thought about a regular pretzel so I could get a bag, but I think the chocolate needs more of a foundation, if that makes sense. I didn't want it melting through. So, I went ahead with the 100 calorie packs...now that they are done, I wouldn't use any other pretzel-these are perfect.
So here it is...little square pretzels, Rolos, and pecan halves. That's it! I'll note that my "batch" was an entire bag of Rolos, 3 100 calories packs of pretzels, and one 2oz bag of pecan halves.
Place pretzels on a baking sheet, top each one with a Rolo and bake for 3 minutes at 250 degrees. Place a pecan half atop each Rolo (kind of press it a little...don't flatten it completely, but smoosh enough to where everything is for sure stuck together when they cool). I stuck mine in the freezer while they were still on the baking sheet so they could set. Place them in an airtight container and store in a cool place.
I kept mine in the fridge, but you have to leave them out a few minutes before you eat them or they are too hard...but if they aren't stored in the fridge they were to soft and stuck together. You can pick how you like them.
You can be creative with the topping...any type of nut would work (almonds, walnuts). I saw a variation using Hersey's Kissables as the toppers as well.