Take them out, and place a pecan half on the rolo and press down. Put the pecan half on it when it’s still melty! Let cool. Delish! Place unwrapped rolos on top of rounded pretzels (as many as you can fit on a baking sheet) and bake for 5 minutes at 275. Heat the oven to 350. In a large mixing bowl, combine the pumpkin, sugar, water, vegetable oil and eggs. Beat until well mixed.