Combine the dry ingredients. In a large mixing bowl, whisk together flour, cocoa powder, baking soda, and salt and set aside.
Cream the butter and sugars. In a second bowl with an electric mixer cream together butter and sugars until light and fluffy, about 2 to 3 minutes.
Add eggs and vanilla. Add eggs, one at a time. Mix until combined. Scrape down the sides of the bowl as needed. Add vanilla extract. Mix to combine.
Add the dry ingredients. Gradually add the flour mixture to the butter mixture, beating on low speed until just combined. Fold in pecans. Make sure they’re cool before doing so.
Chill the dough. For best results, Cover and refrigerate dough for at least one hour, up to overnight.
Preheat and prepare cookie sheets. Preheat oven to 350oF (177oC). Prepare cookie sheets with parchment paper or grease lightly.
Shape cookies. Using a 1-inch cookie scoop or a tablespoon scoop the cookies into 1 ½ inch balls. Flatten each ball of dough, placing a caramel in the middle. Fold cookie dough around caramel. Place onto baking sheets spaced two inches apart.
Bake and cool the cookies. Bake cookie sheet on the middle rack for 10-12 minutes, Remove from the oven and let cool on baking sheet for 5 minutes before transferring to a wire rack to cool completely.