Preheat oven to 350F. Spray a 9x13 inch baking dish with nonstick spray.
Prepare cake mix according to package directions, using milk instead of water. Pour batter into prepared dish and bake according to directions on box. Let cake cool completely.
Use the end of a wooden spoon to poke holes all over cake. Pour sweetened condensed milk over the cake, making sure to fill the holes. Drizzle cake with half of salted caramel sauce.
Whip heavy whipping cream on medium high speed with an electric mixer. With mixer running, add powdered sugar and vanilla extract. Whip until stiff peaks form.
Spread whipped cream over the cake. Drizzle with remaining caramel sauce and sprinkle with Heath candy pieces.
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