The steps here are pretty standard. Once your butter and sugars have creamed together, add in the egg yolk and vanilla; mix well. *After you separate your egg yolk, cover the egg white with plastic wrap and set in the fridge for use later in this recipe.
Once all of that has been incorporated, slowly add in the flour mixture, with your mixer running on low (or else you'll end up wearing most of it!). Mix this together until it just comes together.
Dump this cookie dough onto some plastic wrap, and press into a disk; wrap the plastic around it, and chill in the fridge for at least an hour.
After your dough has chilled beat your egg white until it is frothy
Okay! Now the fun begins! Preheat your oven to 350, and line your baking sheet(s) with parchment paper. Put the pecan pieces in some sort of dish to roll the dough balls around in; I used a small bowl, but let your freak flag fly! Pull off a chunk of dough to make a walnut sized ball. Roll the ball around the egg white, then roll it around the pecan pieces making sure it is completely coated.
Using your thumb, press a deep indention into each cookie. These don't spread out during cooking, so you can put them fairly close together.
Bake these beautiful babies for 10-15 minutes, until they are just set. The nuts roast while baking, adding a really beautiful extra flavor to these cookies! Once they come out of the oven, gently press the back of a teaspoon into the holes, making them just a little bit bigger, for extra room for the caramel. Yum!
Once it has come together, spoon into the cookies! As you can see, I used the teaspoon; this worked beautifully!