Add the pecans to a large skillet and toast over medium-high heat, stirring occasionally, until lightly darkened and fragrant, about 3 to 5 minutes. Remove from heat.

Line two large baking sheets with parchment paper and lightly spray with cooking spray.

Arrange pecans into small clusters on the prepared baking sheets, about three pecans per cluster, leaving space between each.

In a medium saucepan, melt the butter over medium-high heat.

Add the brown sugar, corn syrup, and sweetened condensed milk. Stir constantly as the mixture heats.

Continue cooking and stirring until the caramel reaches 235–240°F on a candy thermometer. Remove from heat around 234°F, as it will continue to rise slightly.

Stir in the vanilla extract.

Working quickly, drizzle about 1 1/2 teaspoons of caramel over each pecan cluster, making sure the caramel touches all the nuts to bind them together.

In a microwave-safe bowl, melt the milk chocolate chips in 30-second intervals, stirring between each, until smooth.

Add the shortening to the melted chocolate and let it sit for a minute, then stir until fully combined.

Spoon about 1 1/2 teaspoons of melted chocolate over each caramel-covered cluster, gently spreading it over the top.

Let the clusters sit at room temperature until the chocolate is fully set before serving or storing.