For the Cookies

1. Combine flour, cocoa, and salt; set aside.
2. With electric mixer on medium-high speed, beat butter and sugar until light and fluffy, about 2 minutes. Add egg yolk, milk, and vanilla; mix until incorporated. Reduce speed to low and add flour mixture until just combined.
3. Wrap dough in plastic wrap and refrigerate until firm, 1 hour.
4. Whisk egg whites in a bowl until frothy. Place chopped pecans in another bowl. Roll chilled dough into 1-inch balls, dip in egg whites, and then roll in pecans. Place balls about 2 inches apart on a baking sheet. Using a 1/2 teaspoon measuring spoon, make an indentation in the center of each dough ball.
5. Bake at 350 degrees until set, about 12 minutes.

For the Caramel Filling

1. Microwave caramels and cream together in a small bowl, stirring occasionally, until smooth, about 1 to 2 minutes.
2. Once cookies are removed from the oven, gently re-press the indentations. Fill each indentation with about 1/2 teaspoon of the caramel mixture. Cool on the pan for 10 minutes, then transfer to a wire rack to cool completely.

For the Chocolate Drizzle (optional)

1. Place chocolate and shortening in a small zip-top plastic bag. Set bag in a bowl of warm water to soften. Gently knead the chocolate with your fingers until melted and smooth, placing back in the warm water for a minute or two as needed.
2. Snip a very small hole in the corner of the plastic bag. Drizzle chocolate over the cooled Turtle Cookies.