Heat oven to 375 degrees F.
In a large bowl, dissolve instant espresso powder in hot water.
Stir in cookie mix, butter, flour, vanilla extract, and egg until very soft dough forms.
Shape dough into 1 1/2-inch balls.
On ungreased cookie sheets, place balls 2 inches apart.
Using thumb or handle of a wooden spoon, make an indentation in center of each cookie.
Bake 8 to 10 minutes or until edges are light golden brown.
Cool 2 minutes, remove from cookie sheets to cooling racks.
In a small microwavable bowl, microwave caramels and milk uncovered on High 1 minute to 1 minute 30 seconds, stirring once, until caramels are melted.
Spoon 1/2 teaspoon caramel into the indentation in each cookie.
Cool 15 minutes.
In another small microwavable bowl, microwave chocolate chips and coconut oil uncovered on high 1 minute to 1 minute 30 seconds or until chips can be stirred smooth.
Drizzle chocolate over cookies.
Let stand about 30 minutes or until chocolate is set.