Beat butter with an electric mixer for 30 seconds.
Add sugar and continue beating until combined and creamy.
Add egg yolk, milk, and vanilla and beat until well combined.
Sift flour, cocoa powder, and salt together in a separate bowl.
Add flour mixture to the butter mixture a little at a time.
Wrap the cookie dough in plastic wrap and chill for a couple hours.
Chop the pecans pretty fine.
Heat unwrapped caramels and whipping cream in a small saucepan over low heat until nice and smooth.
Preheat oven to 350°F.
Shape the dough into 1-inch balls and roll the balls in slightly beaten egg white.
Then roll in pecans until coated.
Place balls on a lightly greased cookie sheet about one inch apart. Use your thumb to press in the center, making an indention.
Bake for 10 minutes or until edges are set. If the indention has disappeared during baking, use a measuring spoon to re-create the indention.
Spoon caramel mixture into the center of the cookies and remove to a wire rack and let cool.
Once cooled, melt chocolate chips and shortening in microwave by heating in 15 second intervals, stirring in between.
Drizzle the chocolate over the tops of the cookies and get ready to enjoy!