Unwrap your Rolos. Place pretzels on baking sheet. Top with a Rolo.
Bake in oven for 3-5 minutes, until the chocolate just begins to melt. The Rolo should be soft but not completely melted.
Remove from oven, place on cooling rack and immediately squish the chocolate with a nut. Watch the caramel oooze out.IMPORTANT: Eat as many as you can while they are still warm. Go ahead, I give you permission to stuff yourselves with sugar.