Add butter and sugar to the bowl of your mixer and mix them together until light and fluffy. Beat in the egg yolk, milk and vanilla. Combine the flour, cocoa and salt; gradually add to butter mixture and mix well. Cover and refrigerate for 1 hour or until or until easy to handle.
Preheat oven to 350 F degrees.
In a small bowl, whisk egg white until foamy. Shape dough into 1 inch balls; dip in egg white, then roll in nuts. Place on greased baking sheets. Using a wooden spoon handle, make an indentation in center of each cookie. I used a cork. Bake for 10-12 minutes or until center is set. Carefully remove from pans to wire racks to cool.
For filling, combine the confectioners' sugar, butter, milk and vanilla; stir until smooth. Let the cookies cool completely before spooning or piping 1/4 teaspoon of the vanilla mixture into each cookie; gently press a chocolate kiss in the center.