Preheat oven to 350° F. Line a cookie sheet with parchment paper or a silicone baking mat. Unwrap candies and set aside.
Using a stand mixer or an electric hand mixer, cream together the salted butter, brown sugar and granulated sugar until light in color and fluffy in texture.
Scrape the sides and add the eggs and vanilla. Mix until well combined.
Add the flour, cocoa powder, cornstarch, baking soda and salt. Mix until a soft dough forms.
Use a #40 scoop to portion out the dough into equal 1 1/2 tbsp of dough.
Flatten the dough in your hand, place an unwrapped milk chocolate caramel candy in the center and then wrap the dough around the candy.
Repeat with remaining dough.
Bake at 350° F for 7-9 minutes, or until the cookie no longer looks wet and glossy on top and the cookie has spread some.
Allow the cookies to cool on the pan. Store in an airtight container for up to 4 days.