Add the butter and sugar to a large bowl and beat them together until light and creamy, about 2 minutes.
Add in the egg yolk, milk, and vanilla extract and stir until combined. (Save the egg white for later in a small bowl, and put it in the fridge)
In a separate bowl, whisk together the flour, cocoa powder, and salt.
Add the dry ingredients to the wet ingredients and stir them together to make a really soft cookie dough.
Cover the dough in plastic wrap and place it in the fridge for 1 hour.
Preheat the oven to 350 degrees Fahrenheit. Line a baking sheet with parchment paper.
Whisk the egg white until it's nice and frothy.
Chop up the pecans really finely and add them to a small bowl.
Scoop the cookie dough into small sections, and roll them into 1inch sized balls.
Dip the cookie dough balls into the egg whites, then roll them into the chopped pecans, making sure to cover them completely.
Place them on the prepared baking sheet.
Press the back of a 1 tsp measuring spoon into the cookie ball. Repeat with additional cookie dough, placing them each about 1 inch apart on the cookie sheet.
Bake the cookies for 9-11 minutes, or until the dough is set.
Press the cookie again with the back of the measuring spoon.
Add the caramels and heavy cream to a microwave safe bowl and microwave in 30 second intervals, stirring until smooth between each. (Mine usually takes 1 minute)
Carefully pour caramel into the indent on each of the cookies.
Let the cookies cool for about 10-20 minutes.
Add the semi sweet chocolate chips and coconut oil to a small microwave safe bow land microwave in 20 second increments, stirring well after each until melted. Don't overheat the chocolate.
Scoop the chocolate into a zip top bag and snip a small amount off of one corner.
Drizzle the chocolate over the top of the cookies. Let the chocolate set completely before enjoy the cookies.