Spread caramel and toasted chopped pecans on separate small shallow plates. Dip the rim of each glass first into caramel, then into chopped pecans to coat.
In a large cocktail shaker, mix RumChata, creme de cocoa, and bourbon. Fill with ice and shake until cold, about 30 seconds. Pour into martini glasses and top with a dollop of whipped cream, a whole pecan, and a sprinkle of cinnamon.
Get ready to enjoy a flavorful martini that's perfect for the holiday season, but remember, they're strong!