Beat sugar, butter, egg yolk, milk, vanilla extract until blended.
Stir together flour, cocoa, salt in small bowl; blend into sugar/butter mixture.
Chill dough at least one hour. Overnight is best.
Heat oven to 350 degrees F.
Beat egg white slightly. Shape dough into small balls. Dip each ball into egg
white; roll into pecans to coat. Place 1 inch apart on lightly greased cookie sheet.
Press thumb gently in center of each ball.
Bake for 10-12 minutes or until set.
While cookies bake, prepare caramel filling. After cookies bake, press center
of cookie again with thumb to make indentation. Immediately spoon about 1/4 to 1/2
teaspoon caramel filling in center.