In the mixing bowl of a stand mixer, using the whisk attachment, add the butter, sugar, vanilla, egg, and blend until light and fluffy.
Switch to the paddle attachment. Add the chopped pecans, and blend lightly.
In a separate bowl, add the flour, and baking powder, and stir well to blend. Add the flour a little at a time and mix on low to blend, until all the flour is added. Continue to blend the cookie dough until it's completely blended and a smooth ball starts to form. Scrape down the mixing bowl as needed.
Line two cookie sheets with parchment paper, and roll the cookie dough into small balls, about 1 inch balls, and place the balls on the parchment paper.
Bake at 350 degrees for about 15 minutes, or just until the cookies start to turn a light golden brown around the edges.
About halfway through baking the cookies, check the oven, and the cookies may have started to crack a little. Take a flat bottom glass, dip it in sugar before lightly applying to each cookie - smash the cookies very gently, and slightly, making them a little flatter, and spread out a little more. This will give the cookies the crinkle look.
When the cookies are done, remove from the oven to a wire rack to cool completely. While cookies are cooling, make the frosting.
To make the frosting
In the mixing bowl of a stand mixer, add the softened butter, and cream cheese, and mix until light and fluffy. Add the powdered sugar a little at a time, blending after each addition, until the frosting is smooth and fluffy.
To finish the cookies
Using plastic wrap tear off a piece about 16 inches wide, and place the frosting in the center of the plastic wrap, spreading it out into a large rectangle.
Drizzle with the caramel sauce, and roll the frosting up with the plastic wrap, into one long ribbon of frosting.
Twist the plastic wrap at the ends. Snip the end off of the plastic wrap, on one end only, and place it in a pastry bag with the large round tip. Pipe the frosting onto the cookies, using a swirling motion, then bringing the frosting to a point at the top.
Pour the Hershey's Hard Shell Chocolate into a dish, and dip the cookies into the chocolate, beginning with the first frosted cookie, and ending with the last cookie frosted.
Allow the frosting to set, or firm up a bit, about 30 minutes. Add a whole pecan to the tops of the cookies, and add more caramel sauce on top of the cookies.