1. Beat butter, sugar and vanilla until well blended. Add egg yolks, one at a time, beating well after each addition. Gradually add flour, cocoa and salt, beating until blended. (Batter is very stiff.)
2. Divide dough in half. Shape each part into 12-inch long log. Roll each in pecans, pressing firmly to have pecans adhere. Wrap each roll separately in plastic wrap. Refrigerate 6 to 8 hours.
3. Heat oven to 350°F. Using a sharp knife, cut rolls into 3/8-inch slices. Place on ungreased cookie sheet. Bake 10 to 12 minutes or until set. Cool slightly. Remove from cookie sheet to wire rack. Cool completely.
4. Place chocolate chips and 1 tablespoon shortening shortening in small microwave-safe bowl. Microwave at MEDIUM (50%) 1 minute; stir until melted. Drizzle over tops of cookies. Melt peanut butter chips or white chips with remaining 1 tablespoon shortening; drizzle over chocolate. Let stand until drizzles are set. Makes about 6 dozen cookies.