Preheat the oven to 375 and line a baking sheet with parchment paper.
Unwrap the caramels and cut them in half with a sharp knife.
Lay 24 of the pretzels in a single layer on your prepared baking sheet (you may need 2 baking sheets or to work in batches depending on the size)
Lay ½ of a caramel on each pretzel.
Place in the oven for about 5 minutes or until caramels are softened.
Remove from the oven and quickly press the remaining pretzels into the caramel.
Allow the pretzels to cool completely.
Place candy melts in the bowl of a double boiler or in a heat safe bowl over a pan of water. Heat over med/high heat stirring frequently until completely melted. If necessary to achieve a smooth consistency add in shortening a tsp at a time until the melts are perfectly smooth.
Dip the pretzels in the candy melts to cover about 2/3 of the pretzel. Place back on the parchment lined baking sheet and gently press a heart shaped sprinkle into the soft chocolate.
Allow to cool completely.
Store in an airtight container.