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Step 1
Preheat the oven to 350 degrees. Line with foil or parchment paper for easy clean up.
Step 2
On a baking sheet, arrange the pretzels in a single layer. Unwrap and place a Rolo on top of each pretzel. Place in the oven for 3 minutes. Note: do not leave the candy in the oven too long or it will be too melted and runny to work with. I will fill two large cookie sheets at once for even faster candy nut cluster making.
Step 3
Remove the cookie sheet from the oven and place a pecan half on top of each Rolo, making sure to push down just a bit.
Step 4
Place somewhere at room temperature or a bit cooler to let the caramel set.