Step 1

In a large bowl, cream butter and sugar until light and fluffy. Beat in egg yolk, milk and vanilla. In another bowl, whisk flour, cocoa and salt; gradually beat into creamed mixture. Refrigerate, covered, 1 hour or until easy to handle.

Step 2

Preheat oven to 350°. Shape dough into 1-in. balls. In a shallow bowl, beat egg white. Place pecans in a separate shallow bowl. Dip balls in egg white, then in pecans, patting to help pecans adhere.

Step 3

Place 2 in. apart on greased baking sheets. Press a deep indentation in center of each with the end of a wooden spoon handle. Bake 10-12 minutes or until set. Remove from pans to wire racks to cool completely.

Step 4

In a large heavy saucepan, melt caramels with cream over low heat; stir until smooth. Fill each cookie with about 1/2 teaspoon caramel mixture. In a microwave, melt chocolate chips and shortening; stir until smooth. Drizzle over cookies; let stand until set. Store in an airtight container.