Preheat the oven to 180C/350F/Gas 4, and line a baking tray with parchment paper, or a silicone mat. Set aside.
Using a handheld or stand mixer fitted with the paddle attachment, beat the butter and sugars until combined. Add the egg yolk and vanilla, and mix until combined.
Dissolve the instant coffee granules in 2 tablespoons of hot water, add to the wet ingredients, and mix until combined.
Add the flour and salt, and mix to form a smooth, soft dough.
Roll the dough into 0.7oz balls. Roll each one in granulated sugar, and place onto the prepared baking tray. Use your thumb, or the back of a measuring spoon (I used a 1/2 teaspoon measuring spoon), to make an indent in the middle of each ball.
Bake for 10 - 12 minutes or until firm. If the indents have risen, gently press them back down with the measuring spoon.
Allow to cool for 5 minutes before transferring them to a wire rack to cool completely.
For the Filling
Place the caramels and milk in a microwave-safe bowl, and heat in 30 second intervals, stirring after each one, until melted and smooth.
Fill the indents in the cookies with the caramel. If desired, place the cookies in the fridge for about 30 minutes to allow the filling to firm up.
Video
Notes
*Use a coffee you absolutely love to drink! The taste is everything in this recipe. If you'd like a weaker coffee taste, add 2 tablespoons of coffee (instead of 4) dissolved in 1 tablespoon of hot water.Cookies stay fresh in an airtight container at room temperature or in the fridge for up to 1 week. They also freeze well for up to 3 months. Thaw overnight in the fridge before serving.Cookie dough balls, shaped, can be kept in the fridge for up to 5 days, or frozen for up to 3 months. Bake from frozen.