Chop the almonds and bake in a 350*F oven for 2-5 minutes. Check after 2 minutes, and stir around if necessary. The nuts are done when they are fragrant and slightly golden. Set aside to cool.
Unwrap caramels and place in a bowl. Add heavy cream and microwave at 50% power for 2-4 minutes until the caramels are mostly melted. Stir as necessary until the cream is fully incorporated and the caramel is smooth.
Add marshmallows to cookie sticks by first dipping the stick in the (melted) caramel just a bit, then insert into the marshmallow. You could dip the stick in melted chocolate instead, either will help the marshmallow stay on the stick.
Pour rice cereal into a bowl and set aside.
Begin assembly by dipping the marshmallows into the caramel, using the side of the bowl to scrap off excess caramel from the marshmallow, then immediately dip the pop into the bowl of rice cereal. Lay pops on a plate and after you've made 4-6 pops, place the plate of pops in the freezer to help the caramel set quickly. Continue dipping, moving caramel and cereal coated pops to the freezer.
Melt chocolate in the microwave at 50% power until partially melted, then stir gently until all of the chocolate is melted and smooth.
Take caramel and cereal dipped pops and dip in the chocolate (using a spoon to help cover the entire pop) and use the side of the bowl to scrap off excess chocolate. Hold pop over a bowl and sprinkle with nuts (and you turn the pop around, so nuts cover all sides).
Place nut covered pops on a plate and after you've coated a few pops, move the plate to the freezer to allow the chocolate to set up quickly. The pops only need to be in the freezer a couple minutes, then they can be stored at room temperature (in a sealed container, or individually wrapped).