You can do it easier then that. Rather then making three caramels for a single candy, you can do something akin to the old fashioned caramel and nougat spiral type candies. You can easily put a filling inside of a caramel. You'd make the caramel and cast it into a frame. Next, make a filling. This can be a nougat, chocolate nougat, chocolate ganache, peanut butter filling, anything. What you do need, though, is for the filling to have about the same consistancy as the caramel. Caramel is malleable at room temp (assuming you want a chewy caramel. If you want the caramel to be hard and crunchy, you can do that too, but thats a bit more difficult unless you know what your doing, but definitely not impossible) so you you can do a few things. You can make you caramel and cast it into a frame and let it cool completely. Next make up your nougat, and place the warm nougat on top of the cooled caramel. Let that cool completely (just a note, you would always put the warm nougat on top of the caramel, you wouldn't want to pour hot caramel on top of your nougat). Next you can roll up the two layers into a log, taper one end down to 1/4 inch (or whatever size you want your candies) and cut with kitchen shears that are slightly oiled. Doing this, you'd get a pinwheel on the cross cut section. So thats just one way of doing that.
Now were talking about chocolate. You could do a chocolate nougat, but theres a more practical approach. For a manufactured candy, even though it had a chocolate center, I doubt the center was 100% chocolate. Now I suppose you could have your cooled caramel slab and pour some tempered chocolate, then roll it into a log, and cut your candies. The chocolate set up and youll have your caramel with solid chocolate center. But realistically, I think the chocolate in the center might be a little bit more like modeling chocolate, like a paste. This is usually made by mixing chocolate with a little bit of glucose syrup. This way, you have your caramel slab that you made up, then you add your chocolate filling (the consistancy of which is like a paste) and then you fold the caramel over the filling (rather then rolling up all together, so instead of the spiral pattern you have a solid center of the filling) taper the log, cut, and wrap up.
Im actually quite intrigued now. When I get time, im going to do this a post the result on my gallery.