In a medium bowl, whisk together the flour, cocoa, and salt.
In a separate large bowl, cream together the butter and sugar until light and fluffy.
Mix in the egg yolk, milk, and vanilla until fully combined.
Add the flour mixture to the butter mixture and stir until just combined.
Chill the dough in the refrigerator for one hour.
Preheat the oven to 350°F (180°C) and line a baking sheet with parchment paper.
In a shallow bowl, whisk the egg white until frothy.
Place the chopped pecans in another shallow bowl.
Roll the dough into small balls and dip them in the egg white, then roll and press them in the chopped pecans.
Place the dough balls on the prepared baking sheet and use the back of a small measuring spoon to make an indentation in the center of each cookie.
Bake for 10-12 minutes, or until set.
Remove the cookies from the oven and use a small spoon to re-press the indentations.
In a microwavable bowl, mix the caramel bits and water. Microwave at 30-second intervals, stirring after each interval, until caramel is melted (1-2 minutes).
Pour small spoonfuls of caramel into the indented cookies.
Optional: Drizzle with melted chocolate or sprinkle