1. Unwrap the caramels, then, using a rolling pin, roll out each one into a 1/8 inch-thick oval. Wrap a caramel around each pretzel nugget, pinching the ends to seal.
2. In a double broiler over simmering water, melt half the chocolate, stirring occasionally, until smooth. Add the remaining chocolate, remove the top of the double broiler from the saucepan and stir until smooth.
3. Place the almonds in a shallow bowl. Line a baking sheet with wax paper. Using a fork, dip a caramel-covered pretzel in the chocolate to coat, tapping off any excess chocolate. Transfer the pretzel to the almonds and toss to coat; place on the prepared baking sheet. Repeat with the remaining pretzels. Let stand until set, about 3 hours.