This a simple easy candy to make as gifts during the Holidays.  Its a popular recipe on the internet.  Here is the recipe I use. 

Rolo Pretzel Turtles

recipe by Allrecipes

Ingredients

• 20 small mini pretzels (I prefer the Synders butter squares)
• 20 chocolate covered caramel candies (i.e. Rolos)
• 20 pecan halves

Directions

1. Preheat oven to 300 degrees F (150 degrees C).
2. Arrange the pretzels in a single layer on a parchment lined cookie sheet. Place one chocolate covered caramel candy on each pretzel.
3. Bake for 4 minutes. While the candy is warm, press a pecan half onto each candy
4. Cool and enjoy!