Stir together the caramel sauce and salt IF you are using a sauce without salt already included. Set aside.
Whip the heavy cream with an electric mixer until light and fluffy and stiff peaks form, roughly 3 to 5 minutes. Set aside.
In a large bowl stir the sweetened condensed milk with the vanilla extract. Fold in the whipped cream.
Pour half of the batter into a freezer safe container. Drizzle a generous amount of caramel sauce over your mixture and swirl in with the tip of a knife.
Sprinkle with half of the pretzel pieces.
Pour the remaining batter over the top and repeat with remaining caramel and pretzels.