Lay out half of the pretzel snaps onto a baking sheet lined with parchment paper or a silicone baking mat.
Combine crunchy peanut butter with powdered sugar, then spread 1 tsp of the peanut butter mixture onto each pretzel snap, and place in the freezer for 30 minutes to firm up.
Preheat your oven to 250 degrees F and lay out the other half of the pretzel snaps on another baking sheet lined with parchment paper or a silicone baking mat.
Place one caramel square on top of each pretzel snap, then bake for 10 minutes to soften the caramels.
Immediately press the chilled peanut butter pretzels on top of each softened caramel pretzel to create mini sandwiches, then return to the freezer for 20 minutes to firm up again.
In a microwave safe bowl, combine chocolate chips and vegetable oil. Microwave in 30 second intervals, stirring in-between, until melted and smooth.
Coat each pretzel sandwich in the melted chocolate, let any excess chocolate run off, then place on a sheet pan lined with parchment paper or a silicone baking mat.
Optionally drizzle the tops with any leftover melted chocolate, then place in the fridge to set the chocolate (about 30 minutes).
Return to room temperature to soften the caramels before enjoying!