Beat together the sugars and butter until combined, then add eggs and vanilla, and beat until fluffy.
In a separate bowl, combine the flour, baking powder, soda, salt, cornstarch, and cinnamon. Add to butter mixture and stir to combine. Stir in oatmeal, chocolate and caramel chips until combined, the batter will be very stiff.
Measure about 1 1/2 tablespoons of dough (I use a medium cookie scoop) and roll into a ball and place on a cookie sheet lined with parchment paper or a baking liner.
Bake for 5 minutes, remove pan from oven and push 2-3 pretzels into the top of each cookie. Return to the oven and bake for an additional 4-5 minutes, they will not look completely done but the edges will be lightly browned.
Let cookies cool for 5 minutes on the cookie sheet before removing to a cooling rack to cool completely.
Notes
If the pretzels you have are too big to put onto your cookies, just break them into smaller pieces, they'll still taste amazing! I used the Ghiradelli Caramel Baking chips for this recipe, but I noticed that a couple other brands are carrying caramel chips now too.Based on these cookies.