In a small saucepan, combine filling ingredients. Cook and stir over medium heat until thickened; set aside to cool. In a bowl, cream butter and sugars. Add egg, vanilla and salt; beat well. Add flour; mix well. Shape dough into 1-inch balls. Flatten each ball and place 1/4 teaspoon filling in center of each. Fold dough over filling and reshape into balls. Place 1 inch apart on greased baking sheets. Bake at 350°F for 12-15 minutes or until lightly browned. Remove to wire racks to cool.
In a saucepan over low heat, cook caramels and 2/3 cup evaporated milk, stirring occasionally, until caramels are melted. Insert a toothpick into each cookie and dip into caramel until completely coated. Dip bottoms into nuts. Place on wire racks to set.