Line two baking sheets with waxed paper; set aside. Break each graham cracker crosswise along scored line into two equal sections; set aside. In a medium heavy saucepan, combine chocolate and shortening; stir over medium-low heat until mixture melts and is smooth. Remove from heat. Dip half of the graham crackers into melted chocolate. Place on prepared baking sheet. Sprinkle nuts on top before chocolate sets. Drizzle with any remaining chocolate. Chill about 30 minutes or until chocolate is set.
Meanwhile, in a medium saucepan, combine caramels and whipping cream; stir over low heat until mixture is smooth. Remove from heat; cool for 30 minutes or until mixture thickens slightly and spreads easily. Spread caramel on remaining half of the graham cracker sections. Top each caramel-topped cracker with a chocolate dipped cracker. Chill about 20 minutes or until set.