Preheat the oven to 350 degrees F. Line a muffin pan with the paper liners.
In a small bowl, mix together the peanut butter, powdered sugar, liquid smoke and a pinch of salt. Transfer to a zip-top bag. Slice about 1/2 inch off one of the bottom corners of the bag.
Place 2 pretzels in the bottom of each muffin cup. Pipe a heaping teaspoon of the peanut butter onto the pretzels in each cup. Top each with a caramel and press it down into the peanut butter. Bake until the caramel is melted, 8 to 10 minutes.
Meanwhile, melt the chocolate over a double boiler. Remove the clusters from the oven and top each with about a teaspoon of melted chocolate and a pinch of salt. Place in the refrigerator until set, about 1 hour. Remove from the muffin tin and serve.