Position a rack in the center of the oven and preheat to 375 degrees F. Spray a 9-inch-square baking pan with nonstick cooking spray and line with foil leaving a 2-inch overhang on two sides (this will help you lift the brownies out to the pan). Spray the foil. Set aside.
Put the chocolate chips and butter in a medium microwave-safe bowl and microwave for 30-second intervals until smooth, stirring between each interval.
Add the sugar, cocoa and salt to the bowl and whisk until smooth. Allow to sit for 5 minutes so that the chocolate cools slightly. Add the eggs, one at a time, beating well between each addition, until the batter is thick and glossy. Whisk in the vanilla. Add the flour and whisk until combined. Fold in the pretzels and cookies. Spread the batter evenly in the prepared pan with a small offset spatula.
Bake until the batter is puffed and a toothpick inserted into the center comes out with just a few moist crumbs, about 45 minutes to 1 hour, rotating the pan once halfway through the cooking time. Remove from the oven and switch on the broiler. Scatter the marshmallows on top of the brownies in an even layer, making sure the entire top is covered. Broil until the marshmallows are puffed and golden, 2 to 3 minutes (watch the marshmallows carefully so they don't burn).
Set the pan on a cooling rack and let cool completely. Lift the brownies out of the pan using the foil and transfer to a cutting board. If the marshmallows stick to the foil, spray a small offset spatula with nonstick cooking spray and use it to gently release the marshmallows. Drizzle with the salted caramel sauce, then spray a large knife with nonstick cooking spray or grease with oil and cut the brownies into 9 to 12 pieces, cleaning the knife and greasing it again as needed. Serve immediately.