In a medium bowl, combine flour, cocoa, and baking soda; mix well.
In a large bowl, combine 1 cup sugar, brown sugar, and margarine; beat until light and fluffy. Add vanilla and eggs; beat well. Add flour mixture; blend well. Stir in ½ cup pecans if using.
Cover the bowl with plastic wrap and refrigerate the dough for 30 minutes for easier handling.
Preheat oven to 375°F. Line baking sheets with parchment paper or a Silpat.
For each cookie, with floured hands, shape about 1 tablespoon dough around 1 Rolo candy, covering completely. **
In a small bowl, combine the remaining ½ cup pecans and 1 tablespoon sugar. Press one side of each ball into pecan mixture. Place, nut side up, 2 inches apart on ungreased cookie sheets.
Bake at 375°F. for 7 to 10 minutes or until set and slightly cracked. Cool 2 minutes; remove from cookie sheets. Cool on wire rack for 15 minutes or until completely cooled.