Preheat oven to 300 degrees F.
Place pretzels on a parchment paper lined baking sheet.
Top each pretzel with one Rolo. **The number of pretzel bites that you end up with will likely depend on the Rolos. I just put a bunch of pretzels out on the baking sheet and once my Rolo bag was gone, removed the ones that didn't have Rolos on them.
Bake in preheated oven for 5-7 minutes.
Once out of the oven, immediately press a candy corn onto each Rolo, and top with crushed peanuts.
Let cool completely.
I put mine in the refrigerator to set up.
Enjoy!