Melt the first three ingredients in a double-boiler until smooth, stirring continuously to prevent burning.
Pour into a loaf pan lined with parchment paper (don't skip this step!). Sprinkle the pretzels, candy canes, and chopped nuts on top. Finish with sea salt.
Freeze for one hour or refrigerate for three until the fudge is firm. Pull the parchment paper out of the loaf pan and cut fudge into squares. Serve immediately and store leftovers in an airtight container in the fridge - it will melt after an hour or so at room temperature.