1.Preheat the oven to 350 degrees F.
2. Place mini pretzels on a large baking sheet. Top each pretzel with one Rolo candy. Place in the oven for 4-5 minutes, until Rolo candies start to melt.Don't melt them all the way.
3. Remove from oven and lightly press an M&M on top of each Rolo.
4. Eat warm or let them cool if you want them to set up.