Heat oven to 375°F In large bowl, dissolve coffee powder in hot water. Stir in cookie mix, flour, butter, vanilla and egg until very soft dough forms.
Shape dough into 1 1/2-inch balls. On ungreased cookie sheets, place balls 2 inches apart. Using thumb or handle of wooden spoon, make indentation in center of each cookie.
Bake 8 to 10 minutes or until edges are light golden brown. Cool 2 minutes; remove from cookie sheets to cooling racks.
In small microwavable bowl, microwave caramels and milk uncovered on High 1 minute to 1 minute 30 seconds, stirring once, until caramels are melted. Spoon 1/2 teaspoon caramel into indentation in each cookie. Cool 15 minutes.
In another small microwavable bowl, microwave chocolate chips and shortening uncovered on High 1 minute to 1 minute 30 seconds or until chips can be stirred smooth. Drizzle chocolate over cookies. Let stand about 30 minutes or until chocolate is set.