Preheat oven to 350°. Line a rimmed baking sheet with foil. Spread 30 pretzels on a single layer. Top with a Rolo.
Bake for 2 to 3 minutes, or until the Rolo is shiny and starts to soften.
Remove from oven and top with an additional pretzel. Sprinkle with nonpareils.
Chill in the freezer for 15 minutes.
Remove and serve.