This recipe is courtesy of the blog The Kitchen is My Playground.  They are very pretty, and pretty easy to make.

Cookie

• 1 cup flour
• 1/3 cup cocoa
• 1/4  teaspoon salt
• 1 stick butter, softened
• 2/3 cup sugar
• 1 large egg, separated, plus one extra egg white
• 2  tablespoons milk
• 1 teaspoon vanilla
• 1 1/4 cup pecans, finely chopped

Caramel Filling

• 14 soft caramel candies (I used Kraft)
• 3 tablespoons heavy cream

Begin by combining the flour, cocoa and salt; set aside. With an electric mixer on medium speed, beat the butter and sugar until fluffy. Add egg yolk, milk and vanilla, mix until just incorporated.  Reduce speed to low and mix in flour mixture.  Wrap dough in saran wrap and refrigerate about an hour.  Whisk egg whites until frothy, placing chopped pecans in a separate bowl.  Roll chilled dough into 1″ balls, then coat in egg whites, then roll in the pecans. Place the balls approximately 2″ apart on a baking sheet, then use a 1/2 teaspoon measuring spoon to make an indention in the top.  Bake at 350 until set, or about 12 minutes.

To make the caramel filling, melt the caramels and heavy cream in the microwave at 30 sec intervals until smooth.  Once the cookies come out of the oven, gently re-press the indentions, and fill the indentations with about a 1/2 a teaspoon of caramel.  If desired, melt some semi-sweet chocolate to drizzle on top.