1Find a pan that makes 12 individual (1 1/2" to 2") round or heart-shaped cakes; a pan that makes small muffins (not mini muffins) would work. There's no need to grease the pan. Preheat the oven to 350°F.
2To make the crust:
Mix all of the crust ingredients, and place a tablespoon of crumbs in each cup of the pan, pressing into the bottom and about 1/4" up the sides.
Bake for 10 minutes, remove from the oven, and cool slightly. Reduce the oven temperature to 275°F.
3To make the filling:
Beat the cream cheese until soft and fluffy. Mix in the sweetened condensed milk.
Stir in the melted chocolate, vanilla, and egg.
Use about 2 heaping tablespoons to fill each cup about 3/4 full.
4Bake for 35 minutes, until the cheesecake is set around the edges-a small spot in the middle should still look soft.
Remove from the oven and cool slowly to room temperature.
5To make the glaze:
Place the glaze ingredients in a small saucepan over low heat, or put the ingredients in a microwave-safe bowl and microwave at low power.
Heat, stirring often, until the chocolate has melted and the mixture is smooth.
6Cool, stirring occasionally, for 10 to 15 minutes, so that the glaze thickens slightly but is still pourable.
Pour about 1 tablespoon of chocolate glaze onto each cheesecake.
Tilt pan to cover completely.
Chill cheesecakes before removing from pan.
7To make the topping:
Place caramel and cream in a small saucepan and warm over low heat, or put the ingredients in a microwave-safe bowl and microwave at low power.
8Stir frequently, until melted and smooth.
You can adjust the consistency by adding more cream to thin the sauce, or by chilling slightly to thicken.
Just before serving, drizzle cheesecakes with melted caramel and sprinkle with toasted nuts.