Line a cookie sheet with parchment paper or wax paper and set aside.
In a large mixing bowl combine butter, brown sugar, granulated sugar, caramel and milk.
Use a hand or stand mixer to beat until combined.
Beat in flour until combined.
Using a small cookie scoop, or with a spoon, spoon a little ball of caramel cookie dough (about 1 teaspoon) and sandwich it between two chocolate covered pretzels. Repeat until all the cookie dough is sandwiched between chocolate covered pretzels. Set on cookie sheet.
Add candy coating (discs) to a small-medium bowl. Microwave in 30 second increments, stirring in between each, until melty and smooth (about 2 minutes).
Using a fork, dip each stuffed pretzel sandwich - be quick because you don't want the dark chocolate to melt into the white.
Put back on the parchment paper and repeat until all the pretzel sandwiches have been dipped.
Sprinkle with sprinkles of choice (optional).
Allow to cool until coating has set. Enjoy!