Line a baking sheet with parchment paper; place the macadamia nuts into 6 circles 3 to 4 inches across, making sure to fill in the centers of the circles.
Place caramels and milk into a microwave-safe glass bowl; set into microwave. Cook 1 minute; stir. Cook 1 minute; stir until smooth. Pour over macadamia nuts.
Place chocolate chips and shortening into a microwave-safe glass bowl. Melt chocolate mixture in 15-second intervals, stirring after each melting, 1 to 3 minutes. Pour over caramel mixture. Push chocolate squares into the top of each candy. Refrigerate until cool.