Cover 2 baking sheets with waxed paper; coat with cooking spray. Place cookies on paper.
Combine caramels and water in large microwave-safe glass measuring cup. Microwave, uncovered, on high power for 30 seconds. Stir to mix. Microwave for 15 seconds.
Top cookies with caramel mixture, using 1/2 teaspoon for each. Stick 4 pecan halves into caramel mixture on each cookie to resemble turtle feet.
Place chocolate in clean microwave-safe bowl. Microwave on high power for about 1 minute or until melted. Stir until smooth. Spoon chocolate over pecans, using 1 teaspoon for each cookie. Sprinkle some chopped pecans over soft chocolate. Refrigerate at least 45 minutes to set chocolate. Makes 2-1/2 dozen.