Cream together ½ cup of unsalted butter and 1 cup of granulated sugar until light and fluffy, about 3-5 minutes.

Add in 2 large eggs one at a time and mix well after each addition, followed by 1 teaspoon of vanilla extract.

In another bowl, whisk together 2 cups of flour, 1 tablespoon of baking powder, and a pinch of salt, then gradually mix this into the butter mixture alternately with ½ cup of milk.

Cover the dough and refrigerate for at least 30 minutes.

In a separate bowl, beat 8 ounces of cream cheese until smooth, then mix in ¼ cup of granulated sugar, 1 teaspoon of vanilla extract, and 1 egg yolk until well combined.

Chill the cheesecake filling for 10-15 minutes.

Preheat oven to 350°F and line a baking sheet with parchment paper.

Scoop out 1.5-inch balls of dough, flatten them slightly, and create a small indentation to fill with 1 teaspoon of cheesecake filling.

Fold the dough over the filling to seal and smooth the top.

Bake cookies for 10-12 minutes until golden brown, ensuring the centers remain soft.

Roll warm cookies in a mixture of ½ cup granulated sugar and 2 teaspoons of ground cinnamon.