Step 1

Preheat oven to 350°F. Beat butter and sugar in large bowl with electric mixer on medium speed until light and fluffy. Add chocolate, egg and vanilla; mix well. Add flour; beat until well blended. Cover. Refrigerate 1 hour or until well chilled.

Step 2

Shape dough into 1-inch balls. Roll in pecans; press pecans gently into dough to secure. Place, 1 inch apart, on ungreased baking sheets. Make indentation in center of each ball with your thumb.

Step 3

Bake 12 to 14 min. or until lightly browned. Remove from baking sheets to wire racks; cool completely.

Step 4

Microwave caramels and milk in microwaveable bowl on HIGH 1 min. or until caramels are completely melted, stirring after 30 sec. Spoon evenly into centers of cookies; cool until set.