Add the vanilla ice cream, milk, salted caramel sauce, and vanilla extract to a blender. Tip: For a thicker shake, use frozen milk cubes instead of liquid milk.

Blend on high speed until smooth and creamy, about 30 seconds. Tip: Pulse a few times first to break up the ice cream for easier blending.

Add half of the crushed pretzels and blend for just 5 seconds to incorporate while leaving some texture. Tip: Reserve some pretzel bits for garnish if desired.

Pour into tall glasses and top with remaining crushed pretzels and a drizzle of caramel sauce. Tip: Chill glasses beforehand for an extra frosty treat.