1. Line 2 cookie sheets with parchment paper. Arrange the pecan halves in small piles of 3 nuts each; set aside.
2. In a medium microwave-safe bowl combine the caramels and cream. Microwave on high for 20 seconds at a time, stirring after each, until melted and smooth (about 1 minute total). Drop a spoonful of the melted caramel onto the center of each pecan pile. (If caramel becomes too thick, reheat for a few seconds in the microwave.) Let stand about 15 minutes to firm up.
3. Meanwhile, place chocolate pieces in a small microwave-safe bowl. Microwave on high for 30 to 45 seconds or until melted and smooth, stirring once. Transfer to a resealable plastic bag; snip a hole in one corner of the bag. Squeeze a dollop of chocolate on top of each caramel candy. Top the chocolate with sprinkles and let stand until set, about 30 minutes.