Whisk together the flour, baking soda, and salt. Set aside.

Using an electric mixer on medium speed, beat the butter and brown sugar until light and fluffy. Add the egg yolk and mix well. Mix in the vanilla.

Add the flour mixture, and mix just until combined.

Using a tablespoon of dough at a time, roll the dough into balls.

Place the egg white in a small, shallow bowl and the pecans in another shallow bowl.

Coat each ball of dough in the egg white and then roll in the pecans.

Place the cookies on the prepared pan, leaving about 2 inches between cookies. Press an indentation in the center of each ball of dough, using something like the end of a wooden spoon handle.

Bake 12 to 14 minutes, or until browned.

Cool the cookies on the pan on a wire rack for 10 minutes. (If necessary, carefully re-shape the indentation in the cookies right after they come out of the oven.) Then transfer the cookies to a wire rack to cool completely.

Place the caramels and cream in a microwave-safe bowl.

Heat at half-power in 30-second intervals until the caramels have melted. (Alternately, heat on medium-low on the stovetop until melted.) Stir until smooth.

Fill the indentations of the cooled cookies with the caramel. Allow the filling to set before serving.