Combine flour, cocoa, and salt; set aside.

With a stand mixer or 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.

Wrap dough in plastic wrap and refrigerate until firm, 1 hour.

Whisk the 2 egg whites in a bowl until frothy. Place chopped pecans in another bowl.

Roll chilled dough into 1-inch balls (a cookie scoop helps with this), dip each dough ball 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.

Bake at 350℉ until set, about 12 minutes.

Once cookies are removed from the oven, gently re-press the indentations.

Prepare the Caramel Filling:

While the cookies bake, microwave caramels and cream together in a small bowl, stirring occasionally, until smooth, about 1 to 2 minutes.

Immediately fill each cookie indentation with about 1/2 teaspoon of the caramel mixture.

Cool filled cookies on the pan for 10 minutes, then transfer to a wire rack to cool completely.

Prepare the Chocolate Drizzle (optional):

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.

Snip a very small hole in the corner of the plastic bag.

Drizzle chocolate over the cooled Turtle Cookies.