Preheat oven to 400 degrees. Line a baking sheet with parchment paper. Do not skip this step as some of the caramel will seep out of the pinwheels and they will stick to your pan if it's not lined with parchment.
Unroll the pie crust to lay flat. Spread the caramel sauce over the pie crust in a very thin layer. Sprinkle with the nuts.
Roll the pie crust up, jellyroll style. Slice with a sharp knife into 1 inch pieces.
Place the pinwheels on the prepared baking sheet and bake for 10-12 minutes or until lightly browned and cooked through.
Immediately remove the pinwheels from the parchment paper and place on a second, clean sheet of parchment paper to cool.