Cream 1 cup sugar, brown sugar and butter until light and fluffy. In a separate bowl, mix flour, cocoa and baking soda. In a third bowl, mix 1/2 cup chopped pecans and 1 tablespoon sugar. Add eggs and vanilla to creamed mixture and mix well. Add flour mixture to creamed mixture and blend well. Stir in 1/2 cup chopped pecans (not pecan-sugar mixture).
With floured hands, wrap 1 tablespoon of dough around a Rolo. Press one side of dough ball into pecans-sugar mixture. Place (sugar side up) on ungreased cookie sheet 2 inches apart.
Bake at 375 degrees F for 7 to 10 minutes or until slightly cracked.