In a stand mixer with the paddle attachment, or in a large bowl with a electric mixer, combine the butter, sugar, and vanilla extract until fluffy and light.
Add in flour, and combine until the dough comes together. Take care not to over mix.
Roll 1 tablespoon of cookie dough into a ball, and use a spoon handle or your thumb to create the thumbprint in the centre of each cookie. Bake on a baking sheet at 350F for 12-14 minutes until the edges of the cookies are golden brown. Allow to cool on a wire rack before filling..
Caramel Filling
In a pan combine sugar and corn syrup. Bring to a boil over medium-high heat without stirring. Use a pastry brush dipped in cold water to brush down the sides of the pan with cold water to help prevent crystallization. Boil 4 to5 minutes until the caramel is dark amber.
Remove from the heat and add the whipping cream, butter, vanilla and salt. The caramel will bubble, so take care with this step. Next, return the pan to a medium-high heat and cook while stirring until the caramel thickens slightly. Let cool for 5 minutes. (If the caramel becomes to cool and stiff to work with reheat.)
Spoon the warm caramel into the cookies. Let set at least 5 minutes. Optional, sprinkle the cookies with edible glitter