Process the toasted pecans in a food processor until finely chopped. Add the cheeses and process until very smooth. Add the milk, if necessary to blend smoothly.

(Can prepare ahead to this point and then place in a covered dish and refrigerate until ready to proceed.).

Unroll the dough into 4 long rectangles. Firmly press diagonal perforations to seal.

Spread the cream cheese/bleu cheese/nut mixture on each rectangle. Starting at the shortest side, roll up each rectangle, press and seal. Cut each of the 4 rolls into 5 slices forming 20 slices.

Place cut side down on an ungreased cookie sheet. Press one pecan half on each slice.

Bake 15-20 minutes or until golden brown. Remove from cookie sheet.