Separate the egg, saving the egg yolk, 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 or a reusable baking mat. Set aside.

Whisk the flour, cocoa, and salt in a medium bowl or measuring cup. Set aside.

In the bowl of an electric mixer, cream together the butter and sugar using the paddle attachment. This should take 2 minutes on medium speed.

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 each ball two inches apart on a baking sheet. Lightly press with your thumb or a measuring spoon.

Bake 10 minutes or until the edges are firm. Remove from the pan and place onto a cooling rack.

While your cookies are cooling, heat the caramels and cream in a heavy saucepan until melted.

Spoon filling on top of the cookies and into the indentation you made before with your thumb.

Drizzle with chocolate if desired.