Prep the oven and baking sheet. Before you get started making the turtle candies, preheat your oven to 350°F. As it heats, line your baking sheet with either wax paper, parchment paper, or a silpat mat. These will help keep the candies from sticking to the baking sheet.
Bake the pretzels and Rolos. Place your pretzels on your lined baking sheet and place a single Rolo on each pretzel. It works best if you place the flat bottom on the pretzel. Once you have placed a Rolo on each pretzel, place the baking sheet in the oven and bake for 3 minutes or until the candy has softened but not melted.
Top with a pecan and allow to cool. Carefully, remove the tray from the oven and press one pecan half down into each Rolo. Before eating, allow the candy to cool completely. Once cooled, you can either eat them immediately or store in an airtight container for later.
HOW TO STORE IT Storing these tasty candies is super easy. All you have to do is let them cool completely and then place them in an airtight container. They will stay fresh for up to 2 weeks, which means you can prep them early for your next get together. Or if you are looking for an easy holiday gift, these candies are a great way to show someone you care. You can make them and wrap them in a standard cookie tin and then give as a gift to your favorite sweet tooth.