Unwrap the caramels, then, using a rolling pin, roll out each one into a 1/8-inch-thick oval. Wrap a caramel around each pretzel nugget, pinching the ends to seal.
In a double boiler over simmering water, melt half the chocolate, stirring occasionally, until smooth. Add the remaining chocolate, remove the top of the double boiler from the saucepan and stir or whisk until smooth.
Place the toasted and chopped almonds in a shallow bowl. Line a baking sheet with wax paper. Using a fork, dip a caramel-covered pretzel in the chocolate to coat, tapping off any excess chocolate. Transfer the pretzel to the almonds and toss to coat; place on the prepared baking sheet. Repeat with the remaining pretzels. Let stand until set, about 3 hours. You can refrigerate the entire pan to allow them to set a bit quicker.