They are made up of a Rolo candy melted and sandwiched between two pretzels.
Step 1: Ingredients/Tools
The pretzels I use are perfect. They are from Snyder's of Hanover and are about 1x1 inch square and form a little grid (Do not but the Butter flavored ones). I have seen wagon wheel shaped pretzels which should work or you could probably get away with mini traditionally shaped pretzels.
Use salted pretzels... The combination of salty and sweet is key in this treat.
If you are unfamiliar with Rolos they are small bucket shaped milk chocolate covered caramels made by Nestlé.
As for tools you need:
Parchment Paper (or Wax Paper)
Step 2: Assemble Pretzel Sandwiches
The most time consuming thing is unwrapping all the Rolos. You can do this ahead of time or enlist the kids.
Once you do that simply place a layer or pretzels on a parchment paper covered cookie sheet leaving some space around each one.
Then place a Rolo on top of each pretzel followed by another pretzel to form a tasty sandwich.
Step 3: Bake
Keep an eye on them... If your oven is more powerful then shorten the time... The idea is to soften them enough so that they will squish together not liquify the Rolos. Test one with a fork if you like.
Note: My oven is a convection oven but I did not use this feature since the fan seemed to be melting them unevenly and may knock the pretzels off the top.
Once they are soft enough take the tray out and simply press each one down with a fork until the chocolate is seeping out the top.
Refrigerate them uncovered for an hour and the chocolate/caramel should set back up.
Step 4: Enjoy!
I brought them to my office and they go very quickly.
I store them in an airtight container and they should stay for a while. I like them at room temperature so that they are more chewy but some prefer for them to be in the fridge.
I also experimented with miniature 3 Musketeers, Milky Way and Snickers. They are the perfect size for the pretzels. They don't have a lot of chocolate on the outside so they don't fill the grids. They were all tasty but the Milky Way seemed to be the favorite in the office.