Begin by placing 1 Tbsp. of nuts in individual piles on a piece of parchment paper or a nonstick baking mat on a cookie sheet. Place a pretzel on top of each pile. Melt the caramel bits with the heavy cream in the microwave. Stir until smooth and immediately add a big spoonful over each mound of nuts. Caramel will set up quickly. Place the cookie sheet in the refrigerator for about 10 minutes to let the caramel set up. Melt white chocolate chips (I just did it in the microwave), stir until smooth, then pour a big spoonful over the top of the caramel. Allow to set up in the refrigerator, then remove and store, in a re-sealable bag or container, at room temperature. You'll want the caramel and caramel to cover the nuts and pretzels completely because they are the "glue" that will hold the clusters together.