Preheat oven to 350 degrees. Line 2 baking sheets with parchment paper or silpat liners. Combine flour, cocoa, and salt in a bowl. Set aside. In a large bowl, beat butter and sugar with an electric mixer on medium-high speed until fluffy. Add egg yolk, milk, and vanilla. Mix until incorporated. Reduce mixer speed to low and add flour mixture until just combined. Refrigerate dough until firm, at least 1 hour.
Whisk the 2 egg whites in another bowl until frothy. Place chopped pecans in another bowl. Roll dough into 1-inch balls, dip in egg whites, then roll in pecans. Place balls 2 inches apart on prepared baking sheets. Using a teaspoon measuring spoon, make an indentation in the center of each ball. Ball 10 to 12 minutes until set, switching and rotating sheets halfway through baking.
While cookies are baking, microwave caramels and cream in a bowl, 1 to 2 minutes, stirring every 30 seconds until smooth. Once cookies are removed from oven, fill each indentation with 1/2 to 1 teaspoon caramel mixture. Cool 5 minutes, then transfer cookies to wire rack and cool completely.
Go to full version of