Preheat the oven to 250°F. Line a baking sheet with parchment paper.
Place 4 pretzels onto the paper and then place a ROLO in the center of the 4 pretzels. Bake for 5 minutes, or until the chocolate has started to spread. Remove from oven and allow to cool.
Melt chocolate in the microwave for 1 minute. Stir and then microwave an additional 30 seconds, or until melted.
Place the snowflake pretzel onto a fork and then dip into the chocolate. Tap on the edge to remove any excess chocolate and then slide back onto the paper. Place the stick into the middle of the pretzel snowflake and then add the sprinkles and allow to dry.