Beat sugar, butter, egg yolk, and vanilla until blended. Stir together flour, cocoa, and salt; blend into butter mixture. Preheat oven to 350 degrees F. Lightly grease pans. Beat egg white slightly. Shape dough into 1-inch balls. Dip each ball into egg white; roll in pecans and place on pans. Press thumb gently in each ball. Bake 10 to 12 minutes or until set. While cookies bake, prepare caramel filling.
Caramel Filling- combine caramels and cream. Cook over low heat, stirring frequently, until caramels are melted and mixture is smooth or melt in microwave.
As soon as cookies come out of oven, press thumb into each one again. Spoon in about 1/2 teaspoon Caramel Filling into the center of each cookie. Cool. In microwave, melt chocolate chips and shortening until smooth. Drizzle over top of cookies.
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