Preheat oven to 350 degrees. Lightly grease a baking sheet and set aside. In a medium sized bowl add the flour, baking soda, and salt and set aside.
Cream butter, sugar, and brown sugar in a stand mixer on high until it is light and fluffy. About 2-3 minutes.
Turn the mixer on low and add the eggs and vanilla. Add the nutella and mix well. Add the dry ingredients and mix until the dough is smooth.
Measure 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 it is completely covered so that the caramel won’t stick to the pan. I flattened the dough balls just a little when I set them on the pan.
Bake for 6-8 minutes. Allow them to cool for about 5 minutes and transfer to a wire rack.