Preheat the oven to 350°F. In a large bowl, mash together the butter and sugars with a fork until well combined. Add the oil and egg and beat until creamy. Mix in the vanilla. In a medium bowl, whisk together the flours, cocoa, and salt, if using. Add the flour mixture to the butter mixture and mix well. Stir in both chocolates and, if desired, the pecans, and mix well. Using a tablespoon, scoop the batter onto an ungreased cookie sheet. Bake until the cookies are just set, about 12 minutes. Transfer the cookies to a rack to cool. Store the cookies at room temperature in an airtight container, where they will keep for up to 4 days.
