In the bowl of an electric mixer, cream together butter, sugar, egg yolk, milk and vanilla.  In a separate bowl, stir together flour, cocoa and salt.  Add flour mixture to wet mixture and combine.  Cover and refrigerate for one hour or until easy to handle.

Whisk egg white in a bowl until it becomes foamy.  Roll dough into 1" balls, coat in egg white, then roll in pecans.  Place on greased cookie sheet or one that's been lined with a nonstick baking mat.  Using a spoon, press the balls down so the center forms a little indentation.

Bake at 350 degrees Fahrenheit for approximately 10 minutes.  Don't overbake or they won't be soft! Let sit for a few minutes, then carefully remove them to a cooling rack.

For the caramel filling, in a medium heavy sauce pan over medium-low heat, stir together brown sugar and water until sugar dissolves.  Increase heat to medium-high and boil gently, without stirring, until syrup turns a deep amber color, for about 6 minutes, occasionally swirling the pan to allow it to cook evenly.  Stir in heavy cream and butter gradually and allow mixture to return to a boil while swirling it once again.  Remove from heat and stir in vanilla.  Allow caramel to set until it thickens enough so it's not too runny.  If you want to speed up the process, place caramel in the refrigerator for a short while.

Spoon a little caramel into the indentation of each cookie, then place a chocolate kiss candy on top.  Store in an air tight container.