Heat oven to 350. Line 8 inch square baking pan with double thickness of aluminum foil, extending foil over ends of pan. Spray foil with no-stick cooking spray. Combine all crust ingredients in small bowl. Press onto bottom of prepared pan.
Combine caramels and half & half in medium microwave-safe bowl. Microwave on high 1 minute; stir. Continue microwaving 30 seconds; stir until smooth. Pour over crust in pan. Sprinkle with pecans. Refrigerate while preparing cream cheese mixture.
Combine cream cheese and sugar in medium bowl. Beat at medium speed, scraping bowl often, until creamy. Add egg and vanilla, beating just until combined. Stir in sour cream. Pour over caramel mixture.
Bake for 35 to 40 minutes or until just set 2 inches from edges of pan. Cool on wire rack for 1 hour. Loosely cover; refrigerate at least 4 hours. Use foil to lift cheesecake from pan. Cut into 36 squares.
Place cooling rack over large piece of waxed paper on counter. Combine chocolate chips and shortening in 1 quart saucepan. Cook over low heat, stirring constantly, until smooth. Pierce each cheesecake square with fork. Spoon chocolate over top and sides of each cheesecake square, letting excess chocolate drop back into pan. Place onto cooling rack. Let stand about 20 minutes or until chocolate is firm. Store refrigerated.