Seperate egg. Cover and chill egg white until needed.Set egg yolk aside.
In a large bowl, beat butter with an electric mixer for approx 30 seconds. Add sugar and beat well. Beat in the egg yolk, milk and vanilla until combined.
In a med bowl stir together flour, cocoa and salt. Add flour mix to butter mixture and beat until well mixed. Cover and chill approx 2 hours( *I didn't do this and it still worked out well).
Preheat oven to 350. Lightly grease cookie sheets. In a small saucepan combine caramels and whipping cream, heat and stir over low-medium heat until mixture is smooth .set aside.
In a shallow dish beat the egg white. Place chopped pecans on another plate. Shape the dough into one inch balls and roll in egg white and then into pecans. Place on baking sheet approx 1 inch apart. Using your thumb make an indent in each cookie.
Bake 10 to 15 minutes until edges are firm. Original recipe says 10 minutes but mine took 15. Remove from oven and spoon a bit of the caramel sauce into each cookie( reheat if necessary prior to spooning) Transfer to wire racks to cool.
In a small saucepan melt the chocolate and the shortening together and then drizzle on top of each cookie.
Makes approx 36 cookies. I made mine slightly bigger so it made less.