Line a 13x9-inch pan with foil; grease foil with cooking spray and spread pretzels and pecans on bottom of the pan.
In a large heavy saucepan, combine brown sugar, butter, corn syrup, milk and salt; cook and stir over medium heat until a candy thermometer reads 240F.
Remove from heat and stir in vanilla.
Pour the caramel mixture over pretzel mixture.
In a microwave, melt chocolate chips and 1 tablespoon shortening; stir until smooth.
Spread over the layer of caramel.
Melt baking chips in the microwave with the remaining shortening; stir until smooth.
Drizzle over top of chocolate and let stand until set.
Using foil, lift candy out of pan; remove foil.
Using a buttered knife, cut candy into bite-size pieces.