Cover baking sheet with aluminum foil; spray foil with cooking spray. Place mini pretzels on baking sheet. Top with marshmallows. Bake in a preheated 300°F oven 2 minutes or until marshmallows are just soft.
Remove from oven and press candies into marshmallows. Return to oven and continue baking 2 minutes or until candy is warm.
Remove from oven and press pecans into candies. Cool slightly. Serve warm.
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