Separate the egg and reserve the egg white. Cream together the butter and sugar until light and fluffy. Beat in the egg yolk, milk, and vanilla. Put the flour, cocoa, and salt in a bowl.

Add the flour mixture to the butter mixture and mix until combined.

Wrap the dough in parchment or plastic wrap and chill for 2 hours.

Melt the caramels and the cream in a bowl. I microwaved mine in 30 second intervals and stirred them until they were completely melted. Set aside.

I used a small ice cream scoop and rolled the dough into balls.

Whip the reserved egg whites until foamy. Roll the dough balls into the egg whites. Then roll them into the chopped pecans.

Put the dough onto a parchment lined baking sheet. Using your thumb, press down to form a well in the cookie.

Bake the cookies in a preheated 350 degree oven for about 10 minutes. The edges will be firm. If your thumbprint puff up, just press your thumb into it again.

If your caramel is to thick, stick it back in the microwave for a few seconds to loosen it back up.

Fill the indent with the caramel.

Melt the chocolate chips in the microwave. Microwave in 30 second intervals, stirring well in between each interval until the chocolate is completely melted. Add the oil until it is drizzling consistency and drizzle generously!