In a large bowl, mix together flour, cocoa powder, and salt; set aside.
In a hand or stand mixer, beat unsalted butter until creamy. Add granulated sugar and light brown sugar, and beat until light and fluffy, about 2 minutes.
Add egg, milk, molasses, and vanilla extract; mix until incorporated.
Reduce speed to low and add flour mixture until just combined.
Wrap dough in plastic wrap and refrigerate for 2 hours. After 2 hours, remove dough from the refrigerator.
Preheat oven to 350°F. Line baking sheets with nonstick mats or parchment; set aside.
Mix together mini chocolate chips and pecans in a small bowl.
Roll chilled dough into 1-inch balls, then roll in chocolate chips/pecans, pressing them firmly into the dough.
Place 10 balls per baking sheet, about 2 inches apart.
Using a ½ teaspoon measuring spoon, make a slight indentation in the center of each dough ball.
Bake for 10 minutes, then let cool on the pan for 10 minutes before transferring to a cooling rack.
While cookies are cooling, prepare the caramel filling by microwaving soft caramel candies and heavy cream together in a small bowl until smooth, stirring every 30 seconds until melted.
Fill each indentation with about ½ teaspoon of the caramel.
To make the chocolate drizzle, microwave semi-sweet chocolate chips in a small bowl on 50% power, stirring every 30 seconds until melted. Stir in shortening.
Transfer chocolate to a Ziploc bag, snip off a small corner, and drizzle over cookies.