Add in vanilla extract and mix until everything is combined and the cheesecake mixture is silky smooth (remember to scrape down the sides as needed).
Place chopped chocolate in a heat safe bowl. Set aside.
Heat heavy whipping cream in the microwave in a microwave safe bowl until it is hot, but not boiling.
Add a dollop of caramel sauce on top of each cooled cheesecake.
*Alternatively, once the cheesecakes have cooled to room temperature, you can top with caramel, ganache, and pecans. Then, you can chill the whole thing for at least 4 hours before serving.
*Just note that the caramel and ganache will be firmer/harder if you do it this way.