Using a sharp knife, cut the soft caramels into small pieces. In a small bowl, combine the chocolate chips, caramel pieces, and chopped pecans. Set aside ½ cup to place on top of each cookie dough ball before baking. Preheat the oven to 350°F and line two baking sheets with a silicone mat or parchment paper.
In a stand mixer or a large bowl with a handheld mixer, cream the butter-flavored shortening, brown sugar, sugar, milk, and vanilla extract. Add the egg; mix until just combined.
In a separate medium bowl, whisk together flour, cocoa powder, baking soda, and salt. Add the dry ingredients to the wet ingredients and mix until combined. Using a spatula, stir in the 1 cup bowl of chocolate chips, caramels, and pecans (except the reserved ½ cup).
Scoop the cookie dough to form 1 to 1 ½-inch dough balls. Place 12 cookie dough balls (3 by 4) on each prepared baking sheet. Press the remaining ½ cup of chocolate chips, caramels, and chopped pecans into the top of the cookie dough balls.
Bake for 10-12 minutes or until set around the edges. Cool for 5 minutes on the baking sheet, then transfer to a wire rack to cool.