Preheat oven to 300 degrees. Cover a large cookie sheet with aluminum foil, shiny side up. Spray with cooking spray to cover.
Place 3 pecan halves in a Y shape on the foil until you have 24 Y shapes. Place 1 unwrapped caramel in the center of each Y.
Bake in preheated oven just until caramel is melted, about 9-10 minutes. While caramels are melting in oven, heat shortening and chocolate chips in microwave in 30 second intervals, stirring to melt until just melted.
Remove caramels and pecans from oven when caramel is just melted. Spoon chocolate over candies and refrigerate at least 30 minutes or until chocolate is set.