Preheat the oven to 350 degrees. Line a cookie sheet with foil, and spray with cooking spray.
Open the can of cinnamon rolls, and use kitchen scissors to to cut each one into quarters. Slide one piece on each paper straw (cut in half) or lollipop stick, then lay them down on the cookie sheet.
Bake for 5-7 minutes, or until light golden brown. Let cool completely.
While they're baking, unwrap your caramels and place in a glass bowl. Add about a tablespoon of heavy cream for every 30 or so caramels, and then melt in the microwave for about a minute. Stir, then continue for 10-15 seconds at a time until you can stir the caramel smooth. (You can also use the Caramel Bites, and follow package directions to melt them.)
When the cinnamon rolls are cool, dip them in the caramel, then roll them in the chopped pecans.