In a large bowl cream butter and brown sugar with an electric mixer at medium speed until creamy. Add vanilla. Gradually beat in flour and add milk. Add chocolate morsels and pecans, mixing well. Shape into 1-inch balls. Place on waxed paper; chill 2 hours.
*Cook's Note: Since the dough is sticky, roll your fingers into flour. This will make it easier to roll.
Melt chocolate bark candy coating in a double boiler. Using 2 forks, dip cookie balls into candy coating to cover. Place on waxed paper and chill to set. Store in the refrigerator for at least 1 hour.