Preheat the oven to 200 degrees.  While the oven is heating, unwrap all of the Hershey hugs and set them aside. 

Prepare a baking sheet lined with parchment paper. Place pretzels on the parchment-lined baking sheet. 

Place one Hershey's hug on the center and top of the pretzels. Ensure the hug is in the center of the pretzel to avoid spill over. Once all of the hugs are in place, put the baking sheet in the oven and bake pretzels for 3 minutes 30 seconds or until the hugs candy melts slightly.

Remove from the oven. Using a toothpick, gently jiggle the center of each hug to flood the chocolate onto the pretzel squares. 

Gently set in place one M & M in the center of each hug. Ensure you do not press down or the chocolate may run over the edge of the pretzel. Repeat this step until all the hugs have an M & M. 

Place on a cooling rack to cool at room temperature or you can also place them in the refrigerator or freezer for an expedited cooling.