Line a baking sheet with foil and preheat your oven to 300 degrees F. Place a pecan half down on the prepared baking sheet and very gently top it with an unwrapped Rolo candy. The pecan halves can be a little teeter-tottery, but try to balance them or choose flatter pecans as best as you can. There's no right or wrong way!

Once the pecans have been topped with the Rolos, very carefully place the pan in the oven for about 2-3 minutes or until the Rolo candies are shiny but not melted. Remove from the oven and gently press another pecan half on top of each Rolo, sandwiching them slightly. Allow the turtles to cool for about 10 minutes before rolling the sides in sprinkles if you'd like. Otherwise, allow the turtles to set completely before serving or packaging. This recipe can make as many or as few turtles as you'd like.