Preheat the oven to 350 degrees. Line a baking sheet with a silpat mat.
Place the pretzels evenly on the silpat mat lined baking sheet. Top each pretzel with a piece of unwrapped caramel.
Place into the oven and bake for 4-5 minutes, or until the caramel is just starting to melt. Watch carefully! Side Note: See what the caramel should look like in the picture below before you add the pecans). Remove from the oven and carefully place a pecan on the center of each caramel, pushing lightly.
Place into the refrigerator to set. While they are in the refrigerator, place the milk chocolate chips in a glass bowl and place into a pan of water over medium low heat. Stir often until melted. Turn the stove off.
Remove the tray from the refrigerator then remove the pretzels from the tray to a plate. Spoon 1/2 tablespoon of the melted milk chocolate onto the silpat mat then place the pretzel on top and push lightly. Repeat.
Once they are all done, place the rest of the melted milk chocolate in a small ziplock bag. Cut a super small hole in the corner of the bag and drizzle the chocolate back and forth over each turtle.
Place the tray back into the refrigerator for 15-20 minutes to set. Remove from the refrigerator and let them sit at room temperature for 20-30 minutes. Side Note: If you try to eat them right out of the refrigerator the caramel will be really hard and it will be difficult/painful to eat. Trust me. Enjoy!