Roll out your pie dough and transfer to your standard sized pie pan, crimping the edges. Whisk together 2 tsp water and 1 egg in a small bowl. Lightly brush mixture on the pie dough, including the bottom and sides where the filling will go. This will help seal the dough so it doesn't get soggy during baking. Refrigerate for 15-20 minutes while you are making the filling.
Pecan Pie Filling
Preheat oven to 350°F. Place pecans on a rimmed baking sheet in a single layer and bake for 5-6 minutes until the pecans are lightly toasted. Set aside to cool.
In a saucepan over low heat, combine caramels, butter and milk, then stir frequently until smooth. Remove from heat and set aside.
In a large bowl, beat sugar, eggs, vanilla and salt together until it's about doubled in size. Gradually mix in the melted caramel mixture (make sure mixture has slightly cooled, about 5 minutes, so you aren't cooking the eggs). Stir in pecans and pour filling into prepared pie crust.
Bake in the preheated oven for 45-55 minutes, or until pastry is golden brown and the filling has set. Allow to cool until filling is firm.