1. Heat oven to 350°F. Beat butter, sugar, egg yolks and vanilla until well blended. Stir together flour, cocoa and salt; gradually beat into butter mixture.
2. Roll dough into 1-inch balls; roll balls in almonds. Place on ungreased cookie sheet. Press thumb gently in center of each cookie.
3. Bake 18 to 20 minutes or until set. Remove from cookie sheet to wire rack. Cool completely.
4. Prepare CHOCOLATE FILLING. Remove wrappers from chocolates. Spoon or pipe about 1/4 teaspoon filling into each thumbprint. Gently press candy in center of each cookie. Makes about 42 cookies.
CHOCOLATE FILLING: Combine 1/2 cup powdered sugar, 1 tablespoon HERSHEY'S Cocoa, 1 tablespoon softened butter, 2-1/2 teaspoons milk and 1/4 teaspoon vanilla extract in small bowl; beat until smooth.