Whisk together flour, salt, and black cocoa powder in a small bowl.
In your stand mixer or a bowl with a hand mixer, cream sugar and butter together for about 2 minutes, until lighter in color and well combined.
Add vanilla, milk and egg yolk to butter and sugar until incorporated.
Add in flour mix and stir until combined but do not overmix
Cover and chill dough for at least 1 hour
Preheat oven to 350°F
When dough is ready, scoop dough and roll into 1-1½" balls. Place on a parchment or baking mat lined cookie sheet.
Bake cookies for 10-12 minutes. When cookies come out of the oven, use a small round teaspoon to create the divot in the center. Cookies will still be soft, so allow to sit on baking tray for about 10 minutes before transferring to cooling rack.
Unwrap and chop snickers into small pieces
If you are making the filling from premade caramels
Melt caramels in a heat safe bowl with about 2 tbsp of heavy cream. The amount of cream you need will depend on how many caramels you use. More cream can be added if needed while heating. Microwave in 15-30 second increments and stir until caramel is melted and cream has been worked in.
If you are making the caramel filling from scratch
Add sugar and water to a heavy bottomed medium sauce pan. Stir together.
Put pan over medium high heat, and stir until all the sugar has dissolved. Once the sugar has dissolved and the mixture begins to simmer/boil DO NOT STIR.
When sugar begins to boil, reduce heat to medium and after about 10 minutes, the sugar mixture will begin to turn an amber color. To prevent crystallization, do not stir the mixture, but if you see any sugar crystals on the sides of the pan use a wet pastry brush to remove them.
When sugar is a nice amber color, remove from heat and slowly stir in heavy cream. The liquid will steam and bubble up a lot, so add slowly. Stir continuously while adding cream.
Add the butter and vanilla and stir in until completely melted and incorporated. Let caramel cool slightly, and pour into a glass bowl.
Use a spoon to fill cookie divots and place snickers pieces into caramel while warm. If you used premade caramel, you may have to heat up caramel towards the end if it becomes hard to work with from bowl.
Cookies are ready immediately and can be kept in an airtight container for up to a week.
