Gluten-Free Chocolate-Almond Thumbprint Cookies

Line an 81/2 -by-41/2 -inch loaf pan with parchment paper. In a small saucepan, heat 1 cup of the honey with the coconut milk, 2 tablespoons of the coconut oil and 1/4 teaspoon of the salt over moderately high heat. Attach a candy thermometer to the pan and cook, stirring occasionally, until the mixture reaches 250 °, 6 to 8 minutes. Stir in 1/4 teaspoon of the vanilla, then pour the mixture into the prepared pan. Refrigerate until solid, at least 2 hours. Lift the caramel out of the pan and quickly cut into 1/2 -inch squares. Arrange the squares on a parchment paper-lined baking sheet and refrigerate. Meanwhile, in a medium bowl, whisk the almond flour with the cocoa powder, baking soda, cinnamon, cayenne and the remaining 1/4 teaspoon of salt. Stir in the dark chocolate. In a small saucepan, combine the remaining 1/2 cup plus 2 tablespoons of coconut oil and 1/2 cup of honey over moderate heat and cook until the coconut oil liquefies. Remove from the heat and stir in the beaten egg and the remaining 1 tablespoon of vanilla. Pour this mixture over the dry ingredients and stir until just combined. Preheat the oven to 350 °. Line 2 large rimmed baking sheets with parchment paper. Using 2 teaspoons, scoop the dough into 3/4-inch balls. Working in 4 batches, arrange the balls on the prepared sheets at least 2 inches apart. Bake the cookies for 8 minutes, until lightly browned at the edges; rotate the baking sheets from top to bottom and front to back halfway through baking. When the cookies come out of the oven, immediately make a well in the center of each one and press in a square of honey caramel. Sprinkle the caramel with a pinch of sea salt. Let the cookies cool for 10 minutes on the baking sheet, then transfer to a rack to cool completely.