Heat oven to 350°F. Arrange pecans in groups of 5 on ungreased cookie sheets to resemble head and legs of turtle.
Cut each caramel into 3 equal pieces. Wrap 1 tablespoon cookie dough around each piece of caramel. Press dough lightly onto pecans, covering half of each. (Tips of pecans should show after baking.)
Bake 10 to 14 minutes or until golden brown. Immediately remove from cookie sheets to cooling racks. Cool completely, about 20 minutes. Spread about 1 rounded teaspoon frosting on each cooled cookie.