Using a hand mixer, beat butter, Nutella, and both sugars until blended. Add milk and vanilla. Mix in flour and salt until just combined.
Lay out 64 pretzel squares. Sandwich them with about a half of a tablespoon of cookie dough per pretzel pair. Chill until ready to dip.
Melt candy melts according to package directions. Dip each square in chocolate, tapping off the excess and placing on a wax-paper lined cookie sheet. Chill to set. Decorate with drizzle, if desired.