Preheat oven to 350 degrees. Line miniature muffin pans with small muffin cup liners. Use a cookie scoop or cut dough into 12 slices and then cut the slices in half. Roll dough into balls. Place in prepared pans. Bake for 10-12 minutes or until lightly browned.
Remove from oven and IMMEDIATELY place one Rolo candy in center of each cookie. Sprinkle tops with 1/2 teaspoon of pecans and lightly press them into the candy. Cool Completely. Remove from pans.