Start by separating you egg and lightly beating the white. Set the egg white to the side for later. Preheat your oven to 350 degrees and line two baking sheets with parchment.

Whisk together the flour, cocoa, and salt. Set aside.

In the bowl of an electric mixer, cream together the butter and sugar. Add the egg yolk, milk, and vanilla. Slowly stir in the dry ingredients.

Shape dough into one inch balls. Roll into the egg white followed by the pecans. Place on a baking sheet and lightly press with your thumb or a measuring spoon. Bake 10 minutes or until the edges are firm.

While your cookies are cooling, heat the caramels and cream in a heavy saucepan until melted. Spoon filling into the indentation you made before with your thumb. Drizzle with chocolate if desired.