Preheat oven to 300°F. If desired, toast the pecans (see note 1).
Line a sheet pan with parchment paper or a silicone baking mat. Arrange pretzels in a single layer on the pan.
Unwrap each Rolo and place one on each pretzel.
Bake for 2–3 minutes, until the Rolos are soft but not melted (see note 2).
Right out of the oven, press a pecan half gently into each softened Rolo to cover the pretzel. If desired, sprinkle with sea salt flakes while the chocolate is still warm.
Video
Notes
Note 1: To toast pecans, spread them in a baking pan and bake at 350°F for 6–10 minutes, stirring halfway through. Watch closely as nuts can burn quickly. Let pecans cool completely before adding to the candy. If using candied pecans, no need to toast!Note 2: If the chocolate crumbles, the oven was too hot or the candy baked too long. Test with one Turtle first; if it crumbles, reduce the baking time for the rest. Avoid using convection settings.Storage: Store Rolo Pretzel Turtles in an airtight container at room temperature for up to a week. For longer storage, keep them in the fridge for 2-3 weeks or freeze for up to 2 months.