Preheat oven to 250 degrees.
Line a baking sheet with parchment paper.
Unwrap Rolo candy.
Place Snaps pretzels on baking sheet, about ½ inch apart.
Place a Rolo candy on top of each, and bake in the oven for 3 minutes. Remove from oven, and top each Rolo pretzel with another pretzel, pushing down lightly
Place pan in refrigerator until chocolate is firm.
Once chocolate is firm, fill a pot with 1 inch of water. Place white chocolate in a heat safe glass bowl, and place on top of pot, making sure that the bowl doesn’t touch the water. Heat on medium/low heat, stirring often, until chocolate is melted.
Remove pretzel from refrigerator and start dipping them into the melted white chocolate, covereding about half the pretzel.
Place on parchment sheet, and top the visible white chocolate with sprinkles. Allow white chocolate to set before eating