Line an 8 x 8 (thicker) or a 9 x 13 (thinner) baking pan with parchment paper so that the paper overhangs the sides of the pan and lightly grease with cooking spray or butter.
Melt the chocolate in a metal bowl set over a saucepan of simmering water. When the chocolate is just melted, remove the bowl from pan.
Stir the marshmallows and nuts into the melted chocolate. Scrape the mixture into the prepared pan and spread it out to the edges. Use a sheet of parchment paper to help you flatten the mixture into an even layer.
Refrigerate the rocky road until firm. Lift the candy out of pan and place it on a cookie sheet. Cut into small squares.
The finished candy will keep in an airtight container for up to three weeks.