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Heat oven to 350°F.
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Grease 13x9 pan with coconut oil. Set aside
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In a large bowl, whisk together flour, sugar and cocoa in large bowl.
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Add in butter and using your hands or a pastry cutter, combine until mixture resembles coarse crumbs like a streusel topping.
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Add egg and mix until well combined.
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Reserve 1 cup of the chocolate mixture.
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Press firmly the remaining chocolate mixture onto bottom of prepared pan, ensuring an even layer.
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Bake 10 minutes.
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While that is baking, in a medium sauce pot over medium heat, add all the ingredients for caramel except vanilla.
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Stir until butter has melted. Then, reduced heat to medium low and let cook, unstirred for 5 minutes (it will bubble but do not stir-if getting close to the top reduce heat).
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While you are waiting for the caramel to finish, place 1 cup semi-sweet chocolate chips and sweetened condensed milk inside a microwave safe bowl.
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Microwave for one minute, then stir.
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If needed, Continue at 15 second intervals until chips are melted and mixture is smooth.
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Remove caramel from stove and stir in vanilla. Reserve 1/3 cup caramel.
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Remove pan from oven.
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Pour caramel over crust and spread to make even.
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Add 1/4 cup semi-sweet chocolate chips, 1/4 cup white chocolate chips, and 1/2 chopped pretzels on top of caramel.
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Pour chocolate and sweet milk mixture next and gently spread evenly.
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In a small bowl, combine the reserved crumb mixture, remaining semi-sweet and white chocolate chips, and remaining pretzels together.
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Evenly sprinkle over the top of the bars.
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Drizzle remaining caramel on top.
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Bake for an additional 28-33 minutes or until center is almost set.
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Cool completely and cut into bars.