Preheat oven to 270 degrees and line your baking sheet with parchment paper or foil.
Arrange 3 mini pretzels into the shape of a shamrock, with the bottoms grouped together. Repeat this step until your cookie sheet is full of pretzel shamrocks.
Place an unwrapped Rolo candy into the center of each pretzel shamrock so that the Rolo is touching all three pretzels.
Once all your shamrocks are assembled with a Rolo, carefully place cookie sheet in oven and bake for 3-5 minutes or until the caramel gets soft. Remove from oven.
Immediately after you remove from oven, and place an M&M on the top of the Rolo. Press your M&M gently down into the Rolo candy, adjusting the pretzels so that they are still grouped close.
Let your shamrocks cool completely before serving. You may stick them in the freezer for a few minutes to help speed up this process.
If you wish to give your shamrock pretzels a 'sucker' feel by attaching a candy stick to the back, refer to step 5 and insert candy stick into the bottom of the Rolo while it is still warm from the oven. Press gently down on the Rolo candy, adjusting the pretzels so that they are still grouped close. Candy/sucker sticks can be found in your baking aisle or at your local craft store.