In a medium bowl, cream together the margarine and sugar until smooth. Mix in the flour and chopped pecans. Shape tablespoonfuls of dough into balls and place them 2 inches apart onto ungreased cookie sheets. Press a thumb or finger deeply into the center of each cookie.
Bake for 9 to 12 minutes in the preheated oven, until edges are lightly browned. Allow cookies to cool for a couple of minutes on the baking sheets before removing to wire racks to cool completely. Fill each depression in the cookies with a dab of chocolate frosting. Let the icing set, preferably overnight.