In the bowl of a stand mixer fitted with a paddle attachment, beat the butter and the sugar until pale and fluffy. Add the vanilla and egg and continue mixing until combined.
In a medium bowl, whisk together the flour, baking soda and salt. Slowly add to the stand mixer while on low. Mix until just coming together.
Wrap in plastic wrap. Refrigerate for at least 1 hour or up to 4 days.
Bring cream, brown sugar and pecans to a boil in a saucepan over medium heat. Boil for 2-3 minutes until thickened. Let cool.
Heat oven to 375 F.
Divide dough into four pieces. Place on parchment paper and roll each piece into a 15 inch by 3 inch long strip. Trim edges and sides to be even. Score the dough into 1 1/2 inch squares. Drop 1/2 tsp of praline filling onto each square.
Bake 10-12 minutes until golden. Remove and cut through the score marks while still warm. Cool completely.
Melt the chocolate over low heat on the stove or slowly in the microwave. Drizzle both white and semisweet chocolate over cookies and allow to set completely before serving.