Preheat your oven to 350°F. Line two cookie trays with parchment paper or silicone baking mats to prevent sticking.

Separate the egg whites from the yolks, placing each in a separate bowl. Lightly whisk the egg whites and set them aside. Save the yolks for later.

In a medium bowl, whisk together the dry ingredients (flour, cocoa, salt).

In the bowl of an electric mixer, beat the softened butter and sugar on medium speed for about 2 minutes, until light and fluffy. Add the saved egg yolks, milk, and vanilla extract, and mix until combined. Slowly stir in the dry ingredients until the dough forms.

Scoop out 1-inch balls of dough. Roll each dough ball in the whisked egg whites, then in the chopped pecans, coating evenly.

Place the cookies about 2 inches apart on the prepared baking trays. Use the back of a spoon or your thumb to gently press a small well into the center of each cookie. This is where the caramel will go.

Place the trays in the oven and bake for 10-12 minutes, or until the edges of the cookies are firm.

While the cookies are baking, melt the caramels and heavy cream together in a small saucepan over medium heat, stirring frequently. Once melted and smooth, remove from heat.

Once the cookies have finished baking and have cooled slightly, spoon about 1-2 teaspoons of the caramel into the well of each cookie.

For an extra touch, melt some chocolate (about ¼ cup) in the microwave in 20-second increments, stirring in between. Once smooth, drizzle the chocolate over the top of the cookies.

Let the cookies cool completely before serving so the caramel can set. Enjoy your delicious Turtle Cookies!