In medium saucepan, whisk together heavy cream, egg, vanilla extract, caramel syrup, and sea salt. Cook mixture over medium heat until it begins to steep (strands of steam form on top of the heated liquid) being careful not to boil. Transfer to a heat-safe mixing bowl and place in the refrigerator to cool, about 1 to 2 hours. To speed up the cooling, you can place the bowl in the freezer for 10 to 15 minutes.
Remove mixture from refrigerator after chilled. Whip with an electric mixer for about 3 to 5 minutes to incorporate as much air as you can. Divide the mixture into ice cream pop molds and add popsicle sticks. Freeze for at least 4 hours until hardened.
Place 2 baking sheets lined with silicon mat or parchment paper in the freezer. Melt coconut oil and chocolate chips together in a chocolate melter, double boiler, or microwave being careful not to burn. Removed chilled lined baking sheets from freezer. Dip each ice cream bar into the melted chocolate allowing the coating to harden a bit before setting down on the lined baking sheets. Place dipped bars in the freezer for 30 to 60 minutes to harden chocolate completely.
Store bars wrapped in mini popsicle bags or in an airtight container in the freezer. Frozen ice cream bars should keep for at least 6 months. Any unused chocolate coating can be poured into molds and chilled in the refrigerator.
Cream mixture needs to be heated slowly to prevent cooking the egg.Placing the lined baking sheeting in the freezer will help keep the ice cream bars cold after dipping in the warm chocolate.