Preheat the oven to 350F. Line a 13x9 inch baking pan with foil, extending the foil over the edges. Lightly grease the foil.
Slice the cookie dough into 1/2 inch rounds and press into the bottom of the pan. Be sure to cover the bottom completely. Bake for 5 minutes.
Top the cookie crust with the dry ingredients in the following order: salted caramel chocolate chips, milk chocolate chips, nuts, sweetened condensed milk, half the coconut, Christmas candy pieces, the remaining coconut. Press down firmly with the back of a spoon.
Bake for 25 minutes or until the edges are slightly brown. Cool in the pan. Use the foil to lift out the bars and cut into squares. Store at room temperature for up to 3 days or refrigerate for up to 7-10 days.