1 c. flour
1/3 cup cocoa powder
1/4 teaspoon salt
8 tablespoons butter, softened
2/3 cup sugar1 large egg, separated, plus 1 egg white
2 tablespoons milk
1 teaspoon vanilla extract
1 cup chopped pecans, chopped fine
14 soft caramel candies
3 tablespoons heavy cream
Adjust oven rack to upper-middle and lower-middle positions and heat oven to 350 degrees. Line 2 baking sheets with parchment paper or silpat liners. Combine flour, cocoa, and salt in bowl.
With electric mixer on medium-high speed, beat butter and sugar until fluffy, about 2 minutes. Add egg yolk, milk, and vanilla and mix until incorporated. Reduce speed to low and add flour mixture until just combined. Refrigerate dough until firm, at least 1 hour (I was impatient so I put my dough in the freezer and it only took about 40 minutes).
Whisk egg white(s) in another bowl until frothy. Place pecans in another bowl. One at a time, roll dough into 1-inch balls, dip in egg whites, then roll in pecans. Place balls 2 inches apart on prepared baking sheets. Using teaspoon measure, make indentation in center of each ball. Bake until set, 10 to12 minutes, switching and rotating sheets halfway through baking.
Meanwhile, microwave caramels and cream in bowl, stirring occasionally, until smooth, 1 to 2 minutes. Once cookies are removed from oven, gently press existing indentations with teaspoon measure. Fill each with 1/2 to 1 teaspoon caramel mixture. Cool 5 minutes, then transfer to wire rack and cool completely.