Equipment Needed
- Large rimmed baking sheet
- Parchment paper or aluminum foil
- Oven mitts
- Cooling rack
Step-by-Step Instructions
My process always begins with careful setup. I preheat my oven to 250°F (120°C). This low temperature is key—it’s just enough to soften the Rolos without burning the pretzels or making a mess. I line my large baking sheet with parchment paper or foil. This isn’t just for cleanup; it prevents any stray caramel from welding itself to the pan, which is a nightmare to scrub. Then, I arrange the pretzel squares in a single layer, as close together as possible without touching.
Now for the fun part. I place one unwrapped Rolo candy in the center of each pretzel square. It’s a simple, almost meditative task. I make sure each Rolo is centered so it melts evenly. Once the sheet is filled, I carefully place it in the preheated oven. I bake them for exactly 4 minutes. I set a timer because even one minute too long can lead to a caramel flood. At this low heat, you’re not baking so much as gently warming and softening the chocolate and caramel inside the Rolo.
The moment the timer goes off, I pull the baking sheet out. The Rolos will look exactly the same, but they are now soft and pliable. This is when you have to work quickly but carefully. Using a pecan half, I gently press straight down onto each softened Rolo. I press until the caramel just starts to ooze out from the sides, sandwiching the candy between the pretzel and the nut. You’ll feel the candy give way with a satisfying softness. The key is a firm, even press. Don’t twist or wiggle, or you’ll pull the whole Rolo off the pretzel.(See the next page below to continue…)