Heat oven to 375°F. In large bowl, break up cookie dough. Stir or knead in cocoa, espresso granules and pecans until well blended.
Shape dough into 48 (1-inch) balls; wrap each around 1 milk chocolate candy. On ungreased cookie sheet, place 2 inches apart.
Bake 8 to 10 minutes or until set. Immediately remove from cookie sheets to cooling racks. Cool slightly, about 5 minutes.
Roll cookies in powdered sugar. Cool completely, about 15 minutes. Reroll cookies in powdered sugar. Store in tightly covered container.