Grease cookie sheet. Arrange 4 pecans, flat side down. Place warm caramel over each stack. Heat oven to 325 degrees and put sheet of nut/caramels in until caramels soften (4-8 minutes). Remove from oven and flatten with a buttered spatula. Cool slightly and remove to wax paper. Then dip in dipping chocolate and cool.
Another recipe Great-Aunt Thelma had uses 1 1/2 cups pecans and 5 bars of milk chocolate like Hershey bars broken into squares. Also the caramels. Do the same as above but instead of dipping into melted chocolate while caramels are warm, lay a couple of bar squares on top of flattened caramels and let melt and smooth out the chocolate a bit. This makes about 4 dozen turtles according to this recipe.