While I hate to say this, the answer really is "it depends."

The Reichsmarine originally called them Panzerschiffe, or "Armored Ship". "Jane's Fighting Ships" described them as Armored Cruisers. After the Reichsmarine became the Kriegsmarine, the ships were designated as Heavy Cruisers. It was the press that popularized them as Pocket Battleships.

My general rule of thumb is to use the designation given to a vessel by its navy, under the assumption that they'd know best. If you go that way, they were heavy cruisers. In truth they do kind of meet the technical definition of a CA: around 10000tons, with guns larger than 155mm.

That's a pretty broad range, of course. You can't really lump them in with the later Alaska-class ships operated by the US Navy, which were roughly twice the weight of the Deutschlands. That's a pity, because the designation of "Large Cruiser" might be best.

But since that's too much of a stretch, they should probably be called Heavy Cruisers officially, and Pocket Battleships colloquially.