Rolo Turtles Rolos, Pretzel Snaps (small square quilted pretzels) Toasted pecans, M&M’s of any variety, chocolate covered coffee beans, peanuts, etcetera. Preheat oven to 220 degrees. Line a cookie sheet with foil. Place the pretzels on the cookie sheet and top with one Rolo each. Bake for three minutes. Remove from the oven and press on topping of choice. Let cool before handling - or put in fridge to cool.