Preheat oven to 350°F. Line cookie sheet with parchment paper, foil or silicone baking sheet.

Place a pretzel for each treat on lined sheet. (I like the square shape of Snyders Snaps instead of the traditional pretzels.) Top each pretzel with one ROLO candy.

Bake 3 to 5 minutes or until caramel piece begins to soften, but not melt.

Remove from oven and immediately top with M&M candy.

Cool completely.

(You can also try this in the microwave by placing up to six on a microwave plate on parchment paper. Microwave at 50% power for 30 seconds or until beginning to soften. Follow directions as above and cool completely.)