Preheat oven to 300. On a parchment paper lined baking sheet, place pretzels down with a single Rolo on each pretzel. Bake for 5 minutes and take out of oven. Press a pecan down immediately on the melted Rolo and sprinkle with sea salt.
For the pecans
Melt butter in microwave or stove top. Mix together the garam masala, brown sugar, cumin, cardamom, salt and cayenne. Taste and adjust with more salt or sugar depending on your preference. Soak pecans in melted butter until coated and then fold pecans into spice mixture until completely coated. Bake on a parchment lined baking sheet at 325 for 10-12 minutes, shaking pan halfway through to ensure even baking. Let cool.