STEP-1
Preheat oven to 350. Mix flour, cocoa and salt in a bowl and set aside.
STEP-2
Beat butter and sugar with mixer until light and fluffy. Add 1 egg yolk, milk, and vanilla. Mix until well combined.
STEP-3
Add dry ingredients and mix well. Refrigerate for 1 hour. Mix 2 egg whites in a bowl until frothy. Place chopped pecans in another bowl.
STEP-4
Roll chilled dough into 1 – 1½ inch balls, dip in egg whites and then roll into the pecans. Place on a greased baking sheet.
STEP-5
Use ½ teaspoon spoon to make a cave in the center of each ball. Bake for 11-12 minutes. Let cool. Place caramels and cream in a small bowl and microwave until smooth, stopping and stirring occasionally.
STEP-6
Fill indentations in cookie with caramel mixture. Melt candy coating by placing in a small pot on low heat and stirring constantly. Pour chocolate into a ziploc bag with the corner cut and drizzle over cookies. Let set.