Melt the semisweet chocolate chips and butter over low heat in a heavy saucepan until the chocolate mixture is melted. In a large bowl combine the colored marshmallows and chopped pecans. Pour the chocolate onto the marshmallow mixture and mix well. Cover with plastic wrap and refrigerate until firm, about 4 hours.
Once the miniature marshmallows and chocolate are firm, shape the mixture into a 12-inch roll and wrap in wax paper. Pop back in the fridge and chill until firm, another 4 hours.
Unwrap the log and cut the log into 1/2-inch slices, revealing the church window cookies. Serve during Christmas time.