Rolo Pretzel Bites introduced to me by Lindsay Stevens Bag of mini pretzels (if you are lucky you can find the mini star pretzels) Bag of Rolos, unwrapped Halved Pecans M&Ms, Hersheys kissables, (optional for kids) Preheat oven to 350 degrees. Place pretzels on an ungreased cookie sheet. Place unwrapped Rolos on top of pretzels and bake for 3 minutes. You don't want them too melted. Remove from oven and push pecan half (or candy) halfway down into the melted Rolo.