Preheat oven to 350 degrees. Line an 8Ã?8-inch pan with aluminum foil and spray with cooking spray, then set aside.
In a medium sauce pan over medium-low heat melt the butter. Once melted, remove from heat and add the brown sugar and vanilla, stirring until combined and smooth.
Add the flour, oats, baking soda, and salt, then stir until thoroughly mixed.
Spoon half of the mixture to the prepared pan and press down with the back of the spoon to form a uniform layer. Bake for 10 minutes.
While the bottom cookie layer bakes, add the heavy whipping cream and caramels to a small saucepan over medium-low heat, stirring frequently, until the caramel is completely melted and mixed with the heavy cream, around 6 minutes. Remove from heat and set aside.
Remove the pan from the oven and sprinkle the chocolate, Pecan M&Mâ??s®, and chopped pecans over the top. Take the caramel sauce and pour it over the candies and nuts to create a uniform layer.
Take the remaining cookie mixture and carefully crumble it over the caramel layer and pat down gently. Return the pan to the oven and bake for another 13-15 minutes, or until the top is lightly browned and puffy and the center is bubbling slightly. Cool completely before cutting.