Preheat your oven to 350°F and line two baking sheets with parchment paper.
In a large bowl, cream the softened butter with both sugars until fluffy.
Beat in the egg and vanilla.
Gradually mix in the flour and salt until the dough forms.
Scoop out tablespoon-sized balls of dough and roll them between your hands.
Place on the baking sheet and press a thumb or spoon into the center of each to make a little well.
In a small bowl, stir together the chopped pecans, brown sugar, cream, and vanilla.
Spoon a bit of pecan filling into each cookie center.
Bake for 20–22 minutes or until the edges are golden.
Cool on the pan for 5 minutes, then move to a wire rack.