In a large bowl, cream the butter with the brown sugar until light and fluffy. Add the egg, vanilla and salt and mix well. Add the flour and mix well.
Cover dough with plastic wrap and chill for 1 hour.
Preheat oven to 350 degrees F. Line two baking sheets with silicone liners or parchment paper and set aside.
In a small bowl, combine the egg white with the water and mix with a fork until blended. Place cashews in a medium shallow bowl.
Remove dough from refrigerator and shape into 1-inch balls. Dip the balls in the egg white and water mixture, then roll in the cashews to coat.
Place on the prepared cookie sheets 2-inches apart. With a measuring spoon, make an indentation in the center of each cookie. Bake for 12 – 14 minutes or until the edges are set and cookies are lightly browned. If necessary, redefine the indentations with a clean measuring spoon. Cool on pan for 1 minute, then move to a wire rack.
Place the Dulce de leche milk caramel in a pastry bag (or plastic bag) fitted with a star tip and fill the indentation of each cookie.
In a small bowl, microwave the milk chocolate with the vegetable shortening for 20 - 45 seconds or until melted.
Drizzle the melted milk chocolate around the edges of the cookies, then allow to rest until chocolate is set. Enjoy!