Line 2 baking sheets with parchment paper. Lightly spray with cooking spray.
Arrange 12 even clusters of cashews on each pan.
In a small heavy bottomed saucepan over medium-low heat melt together the caramels with heavy cream for 6-8 minutes. Cook while stirring until completely smooth. Remove from the heat, add vanilla. Mix well.
Drizzle warm caramel over each cashew cluster beginning at the center, leaving some cashews visible. Set the pan into the refrigerator to set while you melted the chocolate. (A small meatball size scoop is perfect for keeping the caramel in even portions)
In a double boiler melt together the chocolate chips with vegetable shortening over one inch of simmering water. Melt for 6-8 minutes or until completely smooth. Stir well to combine.
Divide warm chocolate evenly between the cashew turtles spreading over caramel.
Place the pan back into the refrigerator and chill until firm. Store in an airtight container chilled or at room temperature for up to 1 week.
Optional Topping: Sprinkle Cashew Turtles with coarse sea salt or chopped cashews while chocolate is still wet.