Preheat the oven to 300 degrees and line a baking sheet with parchment paper.

Choose approximately 50 unbroken pretzel knots and 100 of the best-looking pecan halves.

Space the pretzels evenly across the parchment lined baking sheet.

Unwrap the Rolo candies and place one candy directly in the center of each of the pretzels. Carefully move the baking sheet to the oven, careful not to allow the candy to fall off of the pretzel. Bake for 2−3 minutes, just until the chocolate on the outside of the candies is shiny. The object here is not to melt the candies, but to soften them just slightly.

Remove the baking sheet from the oven and press 2 pecan halves into each soft candy. You will find that the bottom of the candy will be pressed down into the holes of the pretzel and the 3 ingredients bind themselves together. Repeat until all of the turtles are complete.

Move the baking sheet to the refrigerator or freezer to chill for about 10 minutes to firm up the chocolate and caramel before trying to move the turtles. Once they have solidified, transfer the candies to a plate or bowl and watch how fast they disappear.