However, there is a MUCH easier, and in my opinion, MUCH better variation out there - the miniature turtle. While they are a bit pricier (due to the pecans), it's worth it. When you end up throwing away what is roughly the equivalent of an entire bag of Hershey kisses in the wake of failure, shelling out a bit more for pecans ain't so bad. ;)
Recipe (adapted from the Rolo site):
Small pretzels (I used Butter Snaps, because I can never find the wagon-wheel types)
1 bag of Rolos (this is usually the basis for how many treats I make)
Pecan halves
Heat oven to 350°F. Lay out pretzels on a baking sheet covered with parchment paper (Kroger makes these awesome pre-cut sheets). Top each pretzel with an unwrapped Rolo. Bake 3-5 minutes until the Rolos begin to soften - remove from oven and press a pecan half onto each Rolo while they are still warm. Cool completely (at room temperature or in fridge)... or eat 'em while they're still warm!
These are super easy and, so far, foolproof. I whipped up a batch of these for my coworkers at the end of the school year since I'd been lagging in the department potlucks we'd had (forgot about one, brought juice to another). After letting my mini turtles chill in the fridge overnight, I loaded them into a fun container and left them in the teacher's lounge for everyone to enjoy. I opted for a reference to Aesop's fable rather than making a comment on how slowly the year crawled by. ;)