Preheat the oven to 350°F (180°C).
Prepare a 9x13-inch rimmed baking sheet or a baking pan, brush it lightly with butter, and line with parchment paper (buttering the pan helps the paper stick to the pan).
Arrange the pretzels in a single layer in the pan.
Add the butter, sugar, and vanilla into a small pot. Cook over low heat, stirring from time to time, until the butter is melted and the sugar is dissolved. Cook for 3 more minutes until the mixture is golden in color and smells like caramel. Be careful to not burn it.
Pour it over the pretzels, they should be covered in caramel but if there are a couple of spots where there's no caramel, it's fine, it will even out in the oven.
Put the pan in the oven and bake for 8 minutes, the caramel must be bubbling.
While the caramel is baking, finely chop the chocolate and nuts.
Spread the chocolate over the hot caramel, wait for a minute then spread the melted chocolate evenly over the pretzels and caramel. If your chocolate hasn't melted all the way, you can put the pan for a minute in the warm oven.
Sprinkle the melted chocolate with flaky sea salt, then with the walnuts. Press the walnuts slightly into the chocolate. You can also sprinkle some sprinkles on top.
Put the pan in the fridge until the chocolate is set - this will take about 1 hour.
Crack the chocolate bark into smaller pieces. It tastes best cold, straight from the fridge.
Enjoy!