Pop them in the oven at 350 (or around there) for 4-5 minutes. They will look shiny but they will still look like a rolo they shouldn't melt all over the place. Take them out of the oven and place a pecan on top of each rolo.
Easiest PB Fudge EVER 2 cups sugar, 1/2 cup milk (I used half and half) 1 tsp. vanilla, 3/4 cup peanut butter. Bring sugar and milk to a boil. Boil two and a half minutes. Remove from heat and stir in PB and vanilla. That's it..