Preheat oven to 350 degrees Fahrenheit. Line a baking sheet with parchment and set aside.
Whisk the butter, sugar, and brown sugar in a stand mixer on high until it is light and fluffy. About 2-3 minutes.
In a medium-sized bowl whisk the flour, baking soda, and salt and set aside.
Turn the mixer on low and add the eggs and vanilla. Add the Nutella and mix well. Add the flour mixture and mix until the dough is smooth.
Scoop about 2 tablespoons of dough and roll into a ball. Flatten the ball and place 1-2 caramel squares inside, wrap the cookie dough over the caramel and roll back into a ball. Make sure the caramel is completely covered so it won’t stick to the pan.
Bake for 6-8 minutes. Remove the cookies from the oven, and allow them to cool for about 5 minutes, transfer them to a wire rack.