Lay out the pretzels on parchment paper. Cut the sea salt caramels into thirds and place a piece each on a pretzel. Place another pretzel on top as a sandwich.
Melt the candy melts as directed. I use defrost mode which is half power to melt them. First, with 2 minutes then 1 minute intervals until melted.
Dip pretzels into the candy melts and then place on parchment paper. Sprinkle with patriotic sprinkles.