Place half of your Ritz crackers face down on a baking sheet. Place a Rolo on top of each cracker. Bake for 5 minutes until the Rolo's are soft, but not yet melted. Remove from oven.
Immediately top with the other crackers and very gently press down, so that the rolo spreads. Allow to cool.
Once cool, heat up 8 ounces of dipping chocolate. (My preferred method is putting it in a glass bowl, then microwaving in 30-second intervals, stirring in between until it is melted).
Dip each Ritz cracker sandwich halfway into the chocolate, gently shake to remove excess, then place on parchment paper. Immediately add the sprinkles, then allow to cool.