This cookie dough requires at least 3 hours of chilling, but I prefer to chill the dough overnight.
In a large bowl using a handheld or stand mixer fitted with a paddle attachment, beat the butter, granulated sugar, and brown sugar together on medium high speed until fluffy and light in color, about 3 minutes.
Add the egg and vanilla, and then beat on high speed until combined. Scrape down the sides and up the bottom of the bowl as needed.
In a separate bowl, whisk the flour, cocoa powder, baking soda, and salt together until combined.
With the mixer running on low speed, slowly pour the dry into the wet ingredients. Beat on low until combined. The cookie dough will be thick.
Switch to medium-high speed and beat in the milk, then the chocolate chips. The cookie dough will be sticky.
Cover dough tightly and chill in the refrigerator for at least 3 hours and up to 3 days.
Remove cookie dough from the refrigerator and allow to sit at room temperature for 10 minutes.
Preheat oven to 350°F (177°C). Line large baking sheets with parchment paper or silicone baking mats. Set aside.
Scoop 2 Tablespoons (40g) of dough and divide in half. Roll each half into a ball. Make a thumb indent into 1 ball and place a caramel candy in the center. Top with other ball of dough and seal down the sides, enclosing the candy inside.
Repeat with remaining dough and caramel candies.
Arrange stuffed cookie dough balls 2–3 inches apart on the baking sheets and sprinkle each lightly with sea salt.
Bake the cookies for 12–13 minutes or until the edges appear set and the centers still look soft.
Cool cookies for 5 minutes on the baking sheet. Transfer to cooling rack to cool completely.
