Make the cookie dough: Beat the softened butter with 1 cup of sugar and the brown sugar until creamy and well combined. Add the eggs and vanilla and mix again. In a separate bowl, whisk together the flour, cocoa, and baking soda, then gradually add to the butter mixture until just combined. Stir in ½ cup of the chopped pecans.
Wrap the Rolos: Scoop the dough by tablespoonfuls and wrap each piece around a single Rolo candy, sealing completely.
Roll in pecans: In a small bowl, stir together the remaining ½ cup pecans with 1 tablespoon of sugar. Dip the top half of each dough ball into the mixture.
Bake: Place cookies nut-side up on an ungreased baking sheet. Bake for 7–10 minutes, or until cracked on top. Cool for 3 minutes on the sheet, then transfer to a wire rack.