Preheat the oven to 350 F. Place half of the pretzels onto a large baking sheet in a single layer.
Place one unwrapped Rolo onto each pretzel. Bake for 2-3 minutes. Evenly spread a small amount of peanut butter onto the other half of the pretzels, and sprinkle with the chopped nuts.
Place the peanut butter and chopped nuts pretzels onto the pretzels with the Rolos, sandwiching them together. Place onto plates and freeze for at least 10 minutes.
Place the chocolate chips into a large microwave-safe bowl, and heat in the microwave in 30-second intervals, stirring until it is fully melted smooth.
Fully coat each pretzel bite into the melted chocolate. Set them back onto plates, and freeze for another 10 minutes, until the chocolate has set.
