In a medium bowl, beat together the softened cream cheese, 1/4 cup sugar, vanilla extract, and egg yolk until smooth and creamy. Cover and place in the fridge to chill while you make the cookie dough.

Step 2: Make the Cookie Dough

Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper. In a large bowl, cream the butter, granulated sugar, and brown sugar together until light and fluffy. Mix in the eggs one at a time, then stir in the vanilla. In a separate bowl, whisk together the flour, baking soda, salt, and cinnamon. Gradually add this dry mix into the wet ingredients, stirring just until combined.

Step 3: Assemble the Cookies

Use a cookie scoop to portion out dough (around 1.5 tablespoons each). Flatten slightly in your palm, add a teaspoon of the chilled cheesecake filling to the center, and gently fold the dough around it to seal. Roll back into a ball. Place on the prepared baking sheet about 2 inches apart.

Step 4: Bake

Bake for 12–15 minutes until the edges are golden brown. Let cookies rest on the tray for a couple of minutes, then move them to a cooling rack.

Step 5: Cinnamon Sugar Topping

In a small bowl, mix the sugar and cinnamon. While cookies are still warm, brush them with melted butter and roll in the cinnamon sugar mix until well coated.