Preheat oven to 350 degrees F. Line a baking sheet with parchment paper or Silpat baking mat or parchment paper. Set aside.
In a medium bowl, whisk together flour, cocoa, baking soda, and sea salt.
With a mixer, cream butter and sugars together until smooth. Add in eggs, one at a time. Next, add in vanilla extract and mix until combined.
Gradually add flour mixture and beat until just combined. Stir in the pretzel pieces and chocolate chips.
Form the cookie dough into balls, about 2 tablespoons of dough. Place a caramel piece in the center of the dough ball, making sure the cookie dough completely covers the caramel. This will prevent the caramel from oozing out in the oven. Place on prepared baking sheet, about 2 inches apart. Sprinkle cookies with sea salt.
Bake cookies for 10 minutes. Remove from oven and let cookies cool on the baking sheet for 2-3 minutes. Transfer to a wire cooling rack and cool completely.