For the Filling: In a heavy saucepan, stir chocolate chips, whipping cream, and coffee granules over medium heat until chocolate melts. Let cool to room temperature, about 20 minutes.
Beat together sugar, butter, and vanilla using an electric mixer until well-blended. Beat in chocolate mixture. Refrigerate for about 8 minutes, until beginning to firm.
For the Cookies: Preheat oven to 325 degrees and line 2 baking sheets with parchment paper.
In a medium bowl, whisk together flour, cocoa powder, baking soda, and salt.
With an electric mixer, beat together butter, brown sugar, and white sugar until smooth. With mixer running, add egg, water, vanilla, and instant coffee. Mix well.
Add in flour mixture and mix just until blended. Stir in chocolate chips and pecans.
Drop dough by tablespoonfuls onto prepared baking sheets, spaced 2 inches apart. Bake cookies until firm to touch on top and no longer shiny, about 13 minutes. Cool on sheets 10 minutes and then transfer to racks to cool completely.
Turn half of cookies flat side up and spread each one with about 1 tablespoon of filling. Top with a second cookie. Refrigerate for 2 hours. Cookies should be served chilled as the filling gets a little loose and runny at room temperature.