Preheat the oven to 375ºF. Line 24 muffin cups with grease-proof paper liners.
In the bowl of a stand mixer fitted with the paddle attachment, or in a large bowl with an electric mixer, beat Crisco shortening sticks, brown sugar, milk and vanilla until light and fluffy. Add in egg and mix until well combined.
In a medium bowl, whisk together the flour, salt, and baking soda. Gradually add flour mixture to the shortening mix and mix until just combined.
Fold in chocolate chips and pecans.
Use a small cookie scoop to distribute 2 teaspoons of cookie dough into each prepared muffin cup.
Bake in preheated oven for 8-9 minutes. Place pan(s) on cooling rack and allow cookie crusts to cool for 10 minutes. Reduce oven temperature to 350ºF.
In the bowl of a stand mixer fitted with the paddle attachment, or in a large bowl with an electric mixer, beat cream cheese and sugar until well combined. Add in eggs and vanilla and mix until combined. Be sure to scrape down the sided of the bowl as needed. Mix in heavy cream until combined.
Use a large scoop to distribute about 3 tablespoons of cheesecake filling into each muffin cup.
Bake in preheated oven for 20-23 minutes, or until filling is just set.
Remove pan to cooling rack and allow cheesecake cups to cool completely.
Once cheesecake are cool, place them into the refrigerator for at least 4 hours.
Before serving, drizzle with caramel sauce, melted chocolate and pecans.