In a large bowl, whisk together the flour, cocoa powder, baking soda, and salt. Set aside.
In the bowl of a stand mixer fitted with the paddle attachment, or in a large mixing bowl using a hand-held mixer, cream together the butter, brown sugar, and granulated sugar for 1-2 minutes; mix in the egg and vanilla extract until fully combined.
Slowly add the dry ingredients to the wet ingredients and mix until just combined, scraping down the sides of the bowl as needed.
Cover the cookie dough tightly and transfer to the refrigerator to chill for at least 30 minutes.
Preheat the oven to 350°F (177°C). Line two large baking sheets with parchment paper or a silicone baking mat and set aside.
Remove the cookie dough from the refrigerator. Using a cookie scoop or spoon, measure out two tablespoon sized pieces of cookie dough onto the prepared baking sheets. Flatten each piece of cookie dough, place half of a soft caramel candy in the center, then wrap the dough back around the caramel, and roll the dough into a ball. Roll the top and sides of each ball of cookie dough into the chopped pecans.
Place each piece of cookie dough onto the prepared baking sheets, making sure to leave a little room between each one. Bake in two separate batches at 350°F for 10-12 minutes. Remove from the oven and allow to cool on the baking sheets for 5-10 minutes, then transfer to a wire rack to cool completely.