Crush the Oreos by placing them in a food processor and pulse until fine crumbs form. Transfer to a mixing bowl.

Crush pretzels in the same food processor until finely chopped, then mix with crushed Oreos.

Add room temperature cream cheese to the bowl and blend with a mixer until a cohesive dough forms.

Scoop and roll the mixture into balls, then flatten slightly to form disks about 1 inch thick.

Add a small amount of salted caramel to the center of each disk, seal edges by folding them over the caramel, and re-shape into balls.

Freeze the balls on a parchment-lined baking sheet for about 1 hour until firm.

Melt the candy coating according to package instructions until smooth.

Dip each frozen ball in the candy coating until fully covered, then place back onto parchment-lined sheet.

Drizzle warm salted caramel over each ball and sprinkle crushed pretzels on top.

Refrigerate for 30 minutes before serving to allow coating to set completely.