Combine the flour, cocoa, and salt together in a small bowl; mix until well combined.
Beat the butter and sugar with a mixer until creamy and smooth. Add the egg yolk, milk, and vanilla then mix until well combined. Slowly add the flour mixture until just combined. Place the dough into the refrigerator for 30-60 minutes.
Preheat the oven to 350 degrees. Line a cookie sheet with a silpat mat. Whisk the egg whites together until frothy. Place the pecan crumbles into a separate bowl. Roll dough into 1 inch balls, dip into egg whites then roll in the pecans. Place the balls 2 inches apart on the baking sheet. Use a 1/2 teaspoon measuring spoon to make an indentation in the center of each ball. Bake until set, about 12 minutes.
Microwave the caramels and cream in a bowl, stirring occasionally, until smooth, about 1-2 minutes. Once the cookies are removed from the oven, gently re-press existing indentations. Fill each with 1/2 teaspoon of caramel mixture. Cool 10 minutes, then transfer to a wire rack to cool immediately. Enjoy!