Ensure you have 30 Rolos frozen at least 2 hours. Preheat oven to 350°F and position an oven rack in the center. Line one or more baking sheets with parchment paper or a silicone baking mat.

In a large bowl, beat the softened unsalted butter, granulated sugar, packed brown sugar, vanilla and eggs with an electric mixer on medium speed (or stir with a spoon) until the mixture is light and fluffy.

Add the all-purpose flour, baking soda and kosher salt to the butter mixture and mix until just combined.

Stir in the semisweet chocolate chips and chopped pecans until evenly distributed.

Using a medium cookie scoop (about 1.5 tablespoons), portion the dough. Roll each portion into a ball, then flatten it in the palm of your hand.

Place one frozen Rolo in the center of each flattened dough piece. Wrap the dough completely around the Rolo, sealing the edges and rolling into a smooth ball.

Place the Rolo-stuffed dough balls on the prepared baking sheet(s), spacing them about 2 inches apart. Work in batches as needed.

Put the baking sheet(s) with the dough balls into the freezer for 15–20 minutes to firm before baking.

Bake at 350°F for 11–13 minutes, until the cookie edges are light brown (centers will remain soft).

Cool the cookies on the baking sheet for 2 minutes, then transfer them to a cooling rack to cool completely.