Set the temperature of the oven to 175 C (350 F). Line a baking sheet with parchment paper.
For a cookie dough, mix the brown sugar soft butter, and white sugar in a mixing bowl until fluffy and light.
Add the vanilla extract and egg and mix until well combined.
In a separate bowl, mix baking soda, flour and salt. Gradually combine the dry mix into the wet mix, and mix until just combined. Fold in the chopped pecans.
Now, let's prepare the pecan pie filling, by mixing the brown sugar, corn syrup, melted butter, granulated sugar, egg and vanilla extract until turn smooth.
Mix in the chopped pecans.
Let's assemble the cookies, take around a tablespoon of cookie dough and flatten it a bit in your hand.
Put around a tablespoon of pecan filling in the center of the dough.
Fold the edges of the dough over the filling and roll it into a shape like a ball, ensuring that the filling is properly enclosed.
Now, put the cookie balls on the baking sheet, leaving around 3 inches of space between them.
Bake in the oven until the edges turns a little golden, it may take around 15 minutes.
Take them off from the oven and allow the cookies cool on a baking sheet for a few minutes before transferring them to a wire rack.
It's time to serve the delicious baked pecan pie cookies.