Bake macaroons according to package or recipe instructions, but remove from oven 1-2 minutes early.
Top each cookie with 1 Rolo and 1 pecan; press down slightly.
Return to oven and bake an additional 1-2 minutes.
Remove from oven and press pecans further into cookies. Remove to wire rack to cool.
Top each cookie with a small drizzle of caramel sauce.