Preliminary Note: This cookie dough needs to chill for at least 3 hours, but I recommend chilling it overnight. The colder the dough, the easier it is to handle and shape.
In a large bowl, use a handheld or stand mixer with the paddle attachment to beat together the butter, granulated sugar, and brown sugar on medium-high speed until the mixture is light and fluffy, about 2-3 minutes. Add the egg and vanilla extract, then beat on high speed until fully combined. Be sure to scrape down the sides and bottom of the bowl as needed.
In a separate bowl, whisk together the flour, cocoa powder, baking soda, and salt until well combined. With the mixer running on low speed, gradually add the dry ingredients to the wet mixture. Beat on low until just combined. The cookie dough will be thick. Next, switch to medium-high speed and mix in the milk, followed by the chocolate chips. The dough will be sticky. Cover the dough tightly and chill it in the refrigerator for at least 3 hours, or up to 3 days. Chilling is essential for this sticky dough.
After chilling, remove the dough from the refrigerator and let it sit at room temperature for 10 minutes.
Preheat the oven to 350°F (177°C). Line large baking sheets with parchment paper or silicone baking mats, then set them aside.
Scoop 2 tablespoons (40g) of dough and divide it in half. Roll each half into a ball. Make an indent with your thumb into one of the balls and place a caramel candy in the center. Top with the other dough ball and seal the edges, encasing the caramel inside. Repeat with the remaining dough and caramel candies. Tip: Since the cookie dough is sticky, it helps to wipe your hands clean after shaping every few dough balls.
Place the stuffed dough balls 2-3 inches apart on the prepared baking sheets and lightly sprinkle each with sea salt.
Bake for 12-13 minutes, or until the edges are set and the centers still look soft. Tip: If the cookies aren’t spreading by the 9-minute mark, remove them from the oven and gently tap the baking sheet on the counter 2-3 times to help them spread. Return them to the oven to finish baking.
Let the cookies cool on the baking sheet for 5 minutes. During this time, you can press a few more chocolate chips into the tops of the warm cookies (optional, for aesthetic purposes). Transfer the cookies to a cooling rack to cool completely. The cookies will slightly deflate as they cool.
Store any leftover cookies tightly covered at room temperature for up to 1 week.