I learned how to make these at my first teaching job back in 2002, because a co-worker brought them to a faculty party. I haven't made them for a few years, but decided this year would be a good year to make them, because they're fast and easy!
2 packages Rolo candies
1 bag pretzels, the holiday circle ones
whole pecans AND/OR M&Ms
Preheat oven to 200 degrees. Place parchment paper on a cookie sheet, and then place pretzel circle on the sheet, leaving at least 1/4 inch of room between them. Place one Rolo candy in each circle, then place in oven for about 4 minutes, or until the candies are soft. Take the candies out of the oven and place a pecan or M&M in the center, pushing down so the chocolate encompasses the entire area of the candy. If you want to have fun, you may make a turtle out of the pecans and an M&M, as seen in the top picture.
VERDICT: Very good! While not as good as a real chocolate turtle, this is a fabulous substitute.