Arrange the pretzels in a single layer on a parchment lined cookie sheet. Place one chocolate covered caramel candy on each pretzel.
Bake for 4 minutes. While candy is warm, press a pecan half onto chocolate covered pretzel. Cool completely before storing in an airtight container.
Note: Chill the pretzel/candy for 1/2 hour or so in refrigerator and the candy will pop right off the parchment paper.