Put the pecan halves on a baking sheet in a single layer and bake, shaking the sheet once halfway through, until lightly toasted, 5 to 6 minutes. Transfer the nuts to a plate to cool.
Line the baking sheet with parchment paper or a silicone baking mat. Arrange the pretzels neatly on the baking sheet, then top each pretzel with an unwrapped caramel. Bake until the caramels soften (but are definitely not melting), 4 to 5 minutes. Remove the baking sheet from the oven and gently press a pecan half onto each caramel, just enough for the caramel to fill the pretzel. Set aside to cool completely.
Remove the cooled pretzel/caramels from the baking sheet. Spoon 24 small dollops (1 1/2-teaspoon helpings) of the melted chocolate all over the baking sheet, then lightly drop a pretzel onto the middle of each dollop, making sure the pretzel is centered. Allow them to cool completely before serving (you can hasten this along in the fridge).