Heat oven to 350°
Using a pizza cutter or a knife, cut each cookie dough round in half so you have 24 halves. Shape each half into a ball. Roll in sugar.
Put each ball into a cup of a greased mini muffin tin.
Bake 12 minutes until edges are browned and middle is set.
Remove from oven and place a Rolo on top of each cookie. Wait three minutes for the Rolo to soften and then press a pecan on top of each Rolo, flattening the Rolo.
Cool 5 minutes in the pan. Loosen the edges of the cookies and remove to a wire rack to cool.