Salted caramel sauce option 1 (from scratch):

• Add the sugar to a wide-bottomed, light-colored pan and place on the lowest flame on the stove (do not use high flame as the sugar can easily burn). Let the sugar heat until you see that it has started to melt on the bottom. At this point, use a dry utensil to slowly stir the sugar and encourage it to melt evenly. It will look grainy and lumpy, but keep slowly stirring and allowing the sugar to heat on low flame, and eventually all the lumps and grains will melt. Once the sugar has fully melted, continue to cook until it reaches a deep golden, caramel color. This entire process can take 15+ minutes depending on your pan and stove
• Turn off the heat. Add the softened butter, and whisk it in until it has fully melted. The butter will not dissolve in the sugar and will look separated, which is totally ok
• Once the butter has fully melted, add the warm cream (make sure it is warm to touch; you can heat it in the microwave for 20-30s) and whisk it in. The cream will become very bubbly and frothy at first, but will quickly settle and create a smooth caramel sauce. If you feel that the sauce is becoming too thick or seizing up, turn the heat back on the lowest setting and gently stir until the sauce looks like the right consistency, then turn off the heat again
• Add vanilla and salt (start with 1/2 tsp, taste, and add more as needed) and mix in
• At this point, you should have a smooth but runny dark golden caramel sauce. Pour it into a heat-safe glass bowl or jar, and let it cool down fully at room temperature 

Salted caramel sauce option 2 (with candy):

•  Add the Werther's candies (unwrapped) to a nonstick saucepan along with the heavy cream. Cook and stir on the lowest flame until the candy has melted and a smooth sauce has formed
• Turn off the heat and stir in the salt
• Transfer to a heat-safe container and let cool completely to room temperature

Crust:

• Add the cookies and melted butter to a food processor and blitz until a fine crumb forms
• Divide the crumb evenly between 6 dessert cups (7oz each)
• Press down gently using the bottom of a narrow glass - don't pack too tightly! Keep in the fridge while you work on the filling

Cheesecake filling:

• Add the room temperature cream cheese, sugar and vanilla to the bowl of a stand mixer. Use the paddle attachment to whisk for 2-3 minutes until the sugar dissolves. Scrape the bowl a few times along the way
• Add 1/3 cup of salted caramel sauce (from option 1 or 2; make sure it has cooled to room temperature) and whisk again just until combined. Do not overmix
• In a separate bowl, whisk the heavy cream to medium peaks (it should become thick and start to hold shape). Add to the remaining mixture and use a rubber spatula to slowly and gently fold it in
• You should have a silky smooth cheesecake mixture now. Divide it evenly between the dessert cups with the crust in them, and spread evenly with a knife or spatula
• Refrigerate for 4-6 hours or overnight until thoroughly chilled

Serving:

• When ready to serve, remove the cheesecake cups from the fridge. Take the remaining salted caramel sauce and microwave for ~10-15 seconds until it becomes runny (but not too hot). Drizzle ~1/2 tbsp of the sauce onto each cup and spread it out evenly
• Optionally, whip up heavy cream to stiff peaks, and pipe it on top of the cheesecakes to decorate
• Serve cold & enjoy!

Video Tutorial: