Cream butter in a medium mixing bowl; gradually add sugar, beating well. Add eggs; beat well. Stir in flour, salt, pecans, and vanilla.
Drop batter by 2 tablespoonfuls, 3 inches apart (2 cookies on each baking sheet), onto greased and floured baking sheets.
Bake at 325° for 10 minutes or until browned. Immediately remove cookies from baking sheet, and shape over outside of eight inverted 6-ounce custard cups. Let cool. Carefully unmold pecan crisp cups from outside of each custard cup.
Place a scoop of ice cream in each cup. Top with Caramel Sauce, and serve immediately.