Preheat oven to 350 degrees. Spread the pecans in a single layer on a baking sheet and bake for 5 minutes, until warm and fragrant. Cool and set aside.
Un-wrap caramels, place caramels, heavy cream and vanilla in the top of a double boiler over simmering water, stirring occasionally until the caramels are melted and smooth (this will take a while).
While the caramel melts, heat the chocolate chips and coconut oil in a separate double boiler over simmering water, stirring occasionally until the chips are melted and smooth.
Line two baking sheets with parchment paper. Spoon a small amount of chocolate onto the baking sheet, using the back of the spoon to smooth it into a small circle about 2-inch diameter. After you've made 3 to 4 circles, arrange 5 pecan halves on top of chocolate, creating the "turtle" head and four legs. Continue making circles of chocolate, adding pecans until the baking sheet is full (12 per baking sheet). Set entire baking sheet in the fridge for a few minutes, until the chocolate has set up.
Once the chocolate has set, remove from the refrigerator and add about a teaspoon of melted caramel onto the center of the pecans. The caramel should be just melted enough that it will fall off a spoon, but not so liquid that it just rolls right off the pecans into a puddle. If the caramel is too thin, remove from heat and allow it to cool a bit. Once the caramel has been added to each turtle, place the baking sheets back into the refrigerator for a few minutes.
When the caramel has set up, spoon a teaspoon of chocolate on top, covering as much of the caramel as possible. Sprinkle turtles with sea salt.
Place turtles back in the fridge for just a few minutes to set up.
When fully cooled and set, remove candy from the baking sheets and store in an airtight container at room temperature.
Cook’s Note: These candies can be made with milk chocolate or white chocolate too!