Line a baking sheet with aluminum foil. Place pretzel squares on baking sheet; top each with a Rolo. Bake for 2 minutes. Remove from oven and press a pecan half on top of each one, compressing the Rolo slightly.
Place pan in refrigerator to cool candies, at least 5 minutes and up to 1 day. In a small bowl, microwave chocolate chips to melt, and drizzle with a fork for garnish.