Preheat oven to 300 degrees F (150 degrees C). Cover cookies sheet with aluminum foil, shiny side exposed. Lightly grease foil with vegetable oil spray.
Place 3 pecan halves in a Y shape on the foil.
Place 1 caramel candy in the center of each Y.
Bake just until caramel is melted, about 9 to 10 minutes.
Heat shortening and chocolate chips over low heat just until chocolate is melted.
Spread over candies and refrigerate for 30 minutes.
