1. Place a vegetable steamer or other low rack on the bottom of a 5-quart electric slow cooker. Pour in 4 cups hot tap water and turn on the high heat setting.
2. In a large bowl, combine the brownie mix, water, oil, and egg. Beat to mix well. Stir in the chocolate chips and nuts.
3. Butter and dust with sugar a 2 1/2-quart souffle dish that fits in the 5-quart slow cooker. Turn the brownie mixture into the dish. Push the caramels partially into the top, but do not cover completely with the brownie mixture. Wrap the dish in a double thickness of foil. Tie with kitchen string to resemble a package for ease in lowering into the pot and removing. Place on the rack in the slow cooker.
4. Cover and cook on the high heat setting 4 1/2 hours. Remove the dish from the slow cooker, uncover, and let cool 30 minutes.