Line a baking pan with a silicone baking mat or parchment paper.
Arrange pretzels on the sheet.
Place a Hershey's Hug on each of the pretzels.
Heat in oven for 4-5 minutes (they'll have a "glossy" look).
Press an M&M down onto each Hug, flattening them out.
Place the tray in the refrigerator to cool for about 10-15 minutes.
Store in a covered bowl in the refrigerator.
Notes
Watch the Heat: Keep an eye on the pretzels in the oven to prevent them from becoming too soft or over-baked. The goal is to soften the hugs without melting them completely, so they adhere well to the pretzels.
Even Placement: Make sure to place the Hershey's Hugs directly in the center of each pretzel to ensure even melting and coverage. This will help create uniforms and attractive Pretzel M&M hugs.
Quick Assembly: Work efficiently when placing the M&M candies on top of the melted Hugs. The hugs will begin to firm up as they cool, so it's best to add the M&Ms shortly after removing the pretzels from the oven to ensure they stick properly.