Add the room temperature butter to your mixer and beat at medium speed until smooth.
Add sugar and vanilla extract and beat at medium speed until smooth and creamy.
On low speed, stir in chopped macadamia nuts.
Sift together the flour and salt in a separate bowl. Then, with the paddle attachment, add the flour and beat at a low speed until well mixed. Be sure to scrape the sides of your bowl frequently to make sure that all of the ingredients are mixed thoroughly.
Using a tablespoon, measure out and shape your dough into 1 inch balls and place them 2 inches apart on to lined cookie sheets.
Using either your thumb, or the back of a measuring spoon, gently press wells into the center of each cookie ball. Make sure they're deep, but not all the way to the bottom.
Refrigerate the shaped cookies for at least 30 minutes or until they are firm.
When the cookies are firm, preheat your oven to 350°F and bake cookies 13-18 minutes, or until golden. Be sure to turn your cookie sheet halfway through (around 7 minutes).
When you take them out of the oven they will have puffed up a bit, so gently go back over them with the back of a measuring spoon to press the center wells back down.
Let cookies rest on cookie sheet for a minute or two before transferring to a wire rack, and while still warm fill each cookie with about 1/4 tsp of caramel sauce.
After they are transferred to the wire rack, but still warm, fill each cookie with about 1/4 tsp of caramel sauce.