Preheat oven to 350 degrees. Spray cupcake pan(s) with non-stick cooking spray. Set aside.
In a stand mixer or with a hand mixer, cream butter and sugars together until pale and fluffy, 3-4 minutes. Add the egg and vanilla, beating until well combined.
Add the dry ingredients to the wet ingredients and beat until combined and smooth. Dough will be thick. Refrigerate for 15 minutes.
Roll 2 tablespoons of dough into a ball, then press dough in bottoms of prepared cupcake cups, spreading about ⅓-1/2 way up the sides of each and forming a cup shape.
Bake for 10-12 minutes. Remove from oven and allow to cool for 5 minutes, then remove to cooling rack. Use the underside of a measuring tablespoon to press the center down if they don't fall enough.
While cookies cool, make the German chocolate filling. Combine milk, sugar, egg yolks, butter, and salt in a large saucepan set over medium heat. Whisk constantly, allowing butter to melt and ingredients to come to a boil. Cook mixture for 8-10 minutes until thickened, continuing to whisk to avoid scorching and scrambling.
Remove mixture from heat and stir in vanilla, coconut, and pecans. Allow to cool.
Spoon German chocolate filling into a piping bag. Cut a large hole to allow the chopped nuts to escape, and pipe the filling into the cookie cups. Drizzle with chocolate ganache (or 4 Tablespoons melted chocolate.)