In a mixing bowl, beat butter, sugar, egg yokes, milk, and vanilla until light and fluffy. Combine flour, cocoa, and salt; gradually add to creamed mixture. Cover and chill 1 hour or until firm enough to roll into small balls. Meanwhile, in a small bowl, lightly beat egg whites.
Shape dough into one-inch balls; dip in egg whites then roll in nuts. Place on ungreased baking sheets.
Make an indentation with thumb in center of each cookie. Bake at 350 degrees for 10 to 12 minutes or until the center is set. Combine the first four filling ingredients in a small bowl; mix until smooth. Spoon 1/4 teaspoon into each warms cookie; gently press chocolate kiss or Classic Golden Chef's Choice Pecan half in the center. Carefully remove from baking sheet to wire racks to cool.