Add flour and baking soda. Blend well.
Chill dough in refrigerator for at least 3 hours.
Roll 1 tablespoon of dough in palm of hand to form a ball. Press Rolo into ball, covering it completely. Flatten bottom of cookie into palm of hand.
Press other side into mixture of 1 cup chopped nuts mixed with 1 tablespoon of sugar. Place cookies, nut side up on a ungreased cookie sheet.
Bake at 350° for 9 minutes.