Set cookies on cookie sheet. Combine caramels and cream in microwave-safe bowl. Microwave at medium-high (80%) power, for 11/2 to 2 minutes, stirring after 1 minute, then every 30 seconds just until smooth. Working in batches of 5, spoon 1 teaspoon caramel mixture in center of cookies. Arrange 5 pecans in spoke fashion in caramel, sticking out slightly over the edge of cookie. Let stand until caramel is set.
Place chocolate chips and oil in a microwave-safe bowl. Microwave at medium-high (80%) power, for 2 minutes or until melted and smooth, stirring after 1 minute. Spoon in center, spreading to edges of caramel. Let stand until chocolate is set. Store airtight, for up to 1 week.