Butter 17- by 12-inch rimmed baking sheet. Line with parchment paper, leaving 1-inch overhang on each end, and butter paper.
In large heatproof steel bowl, toss together cereal and nuts.
In heavy large saucepan over moderate heat, stir together sugar and 6 tablespoons water. Cook, stirring occasionally, until sugar dissolves, then raise heat to moderately high and boil without stirring, occasionally brushing down sides of pan with wet pastry brush, until syrup turns deep amber in color, about 8 minutes. Carefully stir in cream (mixture may splatter and briefly harden) then stir in butter. Remove from heat and stir in salt and vanilla.
Drizzle caramel over cereal-nut mixture and, using heatproof silicone spatula or wooden spoon, stir until fully incorporated. Spread mixture evenly on prepared baking sheet. Refrigerate until firm and slightly cooled, about 10 minutes, then break into bite-sized pieces.
In small metal bowl set over saucepan of barely simmering water, combine chocolate and oil. Heat, whisking occasionally, until melted and smooth, about 5 minutes. Drizzle chocolate mixture over Rice Krispie pieces and let stand until chocolate hardens.
Rice Krispies Treats will keep in an airtight container for up to two days.