Preheat oven to 325 degrees. Line a muffin tin with paper liners. Place one oreo cookie in the bottom of each tin and set aside.
In a large bowl, whip cream cheese and sugar together until smooth. Stir in egg and vanilla. Scrape sides and whip again until there are no lumps. Spoon cheesecake batter over oreos evenly. Depending on how deep your muffin tins are, you should get anywhere from 9-12 individual cheesecakes. Top with pecans and mini chocolate chips. Bake 15 minutes or until completely set. Bring to room temperature. Remove paper liners carefully and refrigerate until cold. To serve, place on serving platter and top with caramel sauce.