Preheat your oven to 350 degrees F and prepare a baking sheet with nonstick cooking spray or parchment paper, set aside.
Cream the butter and sugars together in a bowl until pale and fluffy (about 4 minutes).
Add in eggs, one at a time, mixing well after each addition.
Add in vanilla and mix well.
Add the dry ingredients to the bowl and then mix well until combined.
Scoop the dough into 2 tablespoon sized balls. Use floured hands to roll it into a nice ball shape.
Press a caramel or Rolo into the center of the cookie dough, sprinkle with a little of the coarse salt and then cover with the dough by bringing it up and over the sides and pinching it closed. You want the caramel to be completely hidden.
Re-roll the balls so they look nice. Roll in powdered sugar & place on the prepared cookie sheet leaving about 2 inches of space between (or more) so there's a little room to spread without touching.
Bake in the oven for 11-13 minutes and allow the cookies to cool on the sheet for 5 minutes. Coat again in powdered sugar, if desired. Enjoy!