In large bowl, beat butter, sugar and vanilla until creamy. Stir together flour and cocoa; add in butter mixture, beating until blended. Add pecans; beat until well blended. Refrigerate dough about 1 hour or until firm enough to handle.
Heat oven to 375. Remove wrappers from chocolate pieces. Mold scant tablespoon of dough around each chocolate piece, covering completely.
Shape into balls. Place on ungreased cookie sheet. Bake 10 to dozen minutes or until set. Cool slightly, about 1 minute; remove from cookie sheet to wire rack. Cool completely. Roll in powdered sugar.
Roll in sugar again before serving, if desired. About 4- half dozen cookies.