Make cookies: Put chopped chocolates and butter in a metal bowl and set bowl over (not touching) simmering water in a pot. Cook, stirring, until melted, then remove from heat and let cool slightly.
Whisk eggs, sugar, espresso powder, and vanilla into chocolate mixture. In another bowl, stir together flour, baking powder, and salt. Stir into chocolate mixture until evenly mixed, then stir in chocolate chips and pecans. Wrap dough airtight and chill until firm enough to hold its shape, 50 to 60 minutes.
Meanwhile, make ganache: Put chopped chocolate and cream in a medium metal bowl and set bowl over (not touching) simmering water in a pot. Cook, stirring, until melted, then let cool. Cover and chill, stirring occasionally, until firm enough to spread, about 1 3/4 hours. If ganache becomes too firm to spread, transfer to a microwave-safe bowl and microwave for a few seconds to soften, stir.
Preheat oven to 350°. Line 2 large baking sheets with parchment paper. Scoop 2-tbsp. portions of dough onto sheets, spaced about 1 in. apart. Press dough to flatten into even 1/2-in.-thick rounds. Bake until cookies no longer look wet and you can feel a slight crust on top, about 10 minutes (don't overbake); switch position of baking sheets halfway through. Let cookies cool on sheets on racks.
Generously spread flat sides of half of cookies with ganache and top with remaining cookies. (You may have a little leftover ganache.)
Make ahead: Dough and ganache, up to 2 days, chilled. Filled cookies, up to 2 days, chilled, or 2 months, frozen. Serve at room temperature.
Note: Nutritional analysis is per sandwich cookie.