To make the Cookie Dough: Preheat oven to 350°F. Spray the wells of two standard size muffin pans with baking spray. Set aside.
In a large mixing bowl use an electric mixer to cream together butter, powdered sugar, granulated sugars and vanilla. Beat on medium speed to 2 minutes. Add the egg beating until fully incorporated.
Lower the speed of the mixer and gradually add the flour and salt. Mix just until combined and fully moistened. The mixture may be a little crumbly.
Using a small cookie scoop or a tablespoon, add 2 Tablespoons of dough to each well. Press evenly onto the bottom and halfway up the sides using a pastry tamper or a shot glass. Bake for 14-16 minutes or just until lightly browned.
Immediately after removing from the oven use the pastry tamper or shot glass again to gently and slowly press the centers of the cookies to create a small indentation for the chocolate filling.
Let the cookies cool for about 5-10 minutes in the pan then carefully remove them by using a butter knife or offset icing spatula to help lift them out of the wells. Transfer to a cooling rack to cool completely.
To toast the Pecans: Spread chopped pecans on a sheet pan in a single layer. Toast along with the cookies for 6-8 minutes or until fragrant. Remove from the oven and set aside to cool.
To make the Turtle Topping: In a microwave-safe bowl, heat the chocolate chips with the vegetable shortening in 30 second increments stopping each time to stir. Repeat in 20-30 second increments until smooth.
Drizzle about 1 Tablespoon of melted chocolate into each cookie cup and top with about 1 Tablespoon of pecans. Press down lightly on the nuts with the back of a spoon to set.
In a small microwave safe bowl, melt the caramel bits and heavy cream in 20-30 second increments, stopping to stir each time. Repeat until smooth. Drizzle the caramel over the pecans.
Allow the cookies to cool completely on a cooling rack then store in an airtight container chilled for up to 5 days or at room temperature for up to 3 days.