Beat 1/2 cup butter or margarine, white sugar, egg yolk, 2 tablespoons milk and 1 teaspoon vanilla until light and fluffy. Combine flour, cocoa and salt; gradually add to butter mixture. Cover and chill 1 hour or until firm enough to roll into balls.
Meanwhile, in a small bowl, lightly beat egg white.
Preheat oven to 350 degrees F (180 degrees C).
Shape dough into 1 inch balls; dip in egg white, then roll in nuts. Place on greased baking sheets. Make an indentation with thumb in center of each cookie. Bake for 10-12 minutes or until center is set.
To Make the Filling: In a small bowl, combine 1/2 cup confectioner's sugar, 1 tablespoon of butter or margarine, 2 teaspoons of milk and 1/4 teaspoon of vanilla extract. Mix until smooth.
Spoon 1/4 teaspoon of the filling into each warm cookie; gently press a chocolate kiss (unwrapped) in the center. Carefully remove from baking sheet to wire racks to cool.