Step 1: Prepare the Cheesecake Filling

1. In a small bowl, mix cream cheese, powdered sugar, and vanilla extract until smooth.
2. Scoop small ½ teaspoon-sized dollops onto a parchment-lined plate.
3. Freeze for at least 20 minutes (this helps keep the filling firm).

Step 2: Make the Cookie Dough

4. Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.
5. In a large bowl, beat butter and sugar until light and fluffy (2 minutes).
6. Add egg and vanilla extract, mixing well.
7. In a separate bowl, whisk together flour, baking soda, baking powder, salt, and cinnamon.
8. Gradually add the dry ingredients to the wet mixture, alternating with milk, until combined.

Step 3: Assemble the Cookies

9. Scoop 1 tablespoon of dough and flatten it slightly.
10. Place a frozen cheesecake filling dollop in the center and cover it with another small piece of dough, sealing the edges.
11. Place on the baking sheet, spacing cookies 2 inches apart.

Step 4: Bake the Cookies

12. Bake for 10-12 minutes, until the edges are golden brown.
13. Let cool on the baking sheet for 5 minutes, then transfer to a wire rack.

Step 5: Coat with Cinnamon Sugar

14. Brush the warm cookies with melted butter, then roll them in the cinnamon-sugar mixture until coated.

Step 6: Serve & Enjoy!

15. Serve warm for a gooey cheesecake center or at room temperature for a chewy texture!