In a large bowl, cream butter and sugar until light and fluffy. Beat in egg and vanilla. Combine the flour, cocoa, salt, baking powder and baking soda; gradually add to the creamed mixture and mix well.
Roll into 1-in. balls. Place 2 in. apart on ungreased baking sheets. Using the end of a wooden spoon handle, make an indentation in the center of each.
For filling, in a small heavy saucepan, melt chocolate chips and condensed milk over medium heat; stir until smooth. Stir in pecans, coconut and enough milk to achieve desired consistency.
Spoon 1 teaspoon into each cookie. Bake at 350° for 8-10 minutes or until firm. Remove to wire racks to cool.
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