Preheat oven to 350; grease 9×13 metal pan.
Using a stand or hand mixer, beat together the chocolate cake mix, instant chocolate pudding mix, eggs, canola oil and water for 7 minutes (this is key to make the pudding set).
Once the cake is done mixing for 7 minutes, pour the batter in the greased 9×13 metal pan and bake for 32-36 minutes. Remove from the oven and place on cooling rack until completely cooled.
Once the cake is cooled, use the end of a serving spoon to poke holes in the cake. You can also use a fork if you want, the holes will be smaller.
Pour the sweetened condensed milk over the top of the cake, using the back of a serving spoon, spread the mixture until it has completely absorbed into the cake.
Repeat the same process this time with the caramel sauce, ensuring that it completely dissolves in the cake and fills the holes.
Spread the Cool Whip evenly over the top of the cake and sprinkle Heath bar pieces on top, I use 1/2 cup and then have some on the side for people to add more if they'd like.
Place the poke cake in the fridge for an hour; then slice and serve.
Store leftovers in the refrigerator.