Mix together first three ingredients. Set aside.
Combine butter, sugar, egg yolk, vanilla and milk.
Add dry ingredients to wet ingredients and mix well.
Form dough into a ball and refrigerate for at least an hour.
Preheat the oven to 350 degrees.
Shape dough into 1" balls, dredge balls in egg white, roll in chopped pecans and place on baking sheet covered in parchment paper.
Use thumb to create an indentation in the centre of each cookie.
Bake in oven for 10 minutes. Do not over bake, cookies will seem soft still.
Re-press indentations if needed and allow cookies to cool on a wire rack.
Add caramels and heavy cream to microwave safe bowl.
Heat in microwave for 30 seconds at a time, stirring until caramel softens and cream is incorporated.
Use a teaspoon to fill indentations with caramel.
Sprinkle with coarse sea salt.
Melt chocolate in microwave and drizzle over cookies.