Toast the pecans (optional but recommended): Add chopped pecans to a dry skillet over medium heat.
Stir for 3–4 minutes until fragrant. Set aside to cool.
Make the dough: In a bowl, beat softened butter with granulated sweetener until fluffy. Mix in the egg, optional extra yolk, vanilla, and a pinch of salt.
Combine dry ingredients: In another bowl, whisk almond flour, coconut flour, and baking powder.
Add to the wet mixture and stir until a soft dough forms. If the dough seems sticky, chill for 20–30 minutes.
Preheat and prep: Heat the oven to 350°F (175°C). Line a baking sheet with parchment paper.
Shape the cookies: Scoop tablespoon-sized balls and roll gently.
Place on the sheet with space between. Press the center with your thumb or the back of a teaspoon to make a well.
Make the filling: In a small saucepan, melt butter over medium-low heat. Stir in brown sugar substitute and heavy cream.
Simmer 1–2 minutes until slightly thickened. Remove from heat and fold in chopped pecans and a pinch of cinnamon.
Fill and bake: Spoon a small amount of pecan mixture into each well. Bake for 10–12 minutes, until edges are lightly golden.
The centers will look soft—that’s perfect.
Cool completely: Let cookies cool on the sheet for 10 minutes, then transfer to a rack. The filling will set as they cool.
Taste and adjust: If you prefer a stronger “caramel” note, sprinkle a touch of extra brown sweetener on top while warm, or add a drop of vanilla to the filling next time.