Preheat the oven to 375 degrees and line a baking sheet with parchment paper.
In a mixing bowl beat the butter, sugar, egg yolks, and vanilla until smooth. Stir in the flour and mix well until a dough forms.
Chill the dough in the fridge for 1 hour.
Scoop dough onto the lined baking sheet and use the handle of a wooden spoon to press a hole into the center - careful not to go all the way through the bottom of the dough.
Bake in the oven for 7-10 minutes and cool on a wire rack.
In a small bowl melt the caramels and heavy cream in the microwave and stir until smooth, melt in 45 second increments stirring each time.
Spoon the melted caramel into the holes in the cookies.
In another small bowl melt the chocolate chip and coconut oil then stir until smooth, melt in 30 second increments stirring each time.
Drizzle the melted chocolate over the cookies.