Step 1

Beat butter and sugar in large mixing bowl; add egg, milk and vanilla, blending thoroughly. Stir together flour, cocoa, baking soda and salt. Add to butter mixture, blending well. Refrigerate dough 20 to 30 minutes or until firm enough to handle easily.

Step 2

Meanwhile, heat oven to 350° F. Line cookie sheets with parchment paper or lightly grease. Remove wrappers from caramel candies; set aside.

Step 3

Divide dough into 36 equal balls (about 1 inch each). For each cookie, flatten ball slightly; press caramel candy into dough. Mold dough around candy, loosely closing dough over top of candy piece so part of candy is exposed. Place on prepared cookie sheets.

Step 4

Bake 8 to 10 minutes or just until set. Do not over bake. Cookies will still appear moist in the center but will firm as they cool. Cool several minutes; slide parchment paper with cookies to wire rack or remove cookies from cookie sheet to wire rack. Cool completely. Makes 36 cookies.