In a small bowl, combine the cream cheese and granulated sugar. Beat until smooth and creamy.
Add the vanilla extract and mix until fully incorporated. Scoop small portions onto a parchment-lined plate and freeze until firm.
Beat the softened butter until light and creamy.
Add the light brown sugar and granulated sugar.
Beat until smooth and fluffy.
Add the egg yolks and vanilla extract. Beat until smooth and fully incorporated.
In a separate bowl, add the all-purpose flour, black cocoa powder, baking powder, and salt.
Whisk the dry ingredients together until evenly combined.
Gradually add the dry ingredients to the wet ingredients and mix until just combined.
Scoop equal portions of cookie dough and flatten each slightly. Place a cheesecake filling portion in the center, wrap the dough around it, and seal completely.
Arrange dough balls on a parchment-lined baking sheet, leaving about 2 inches between each cookie.
Bake in a preheated 350°F (175°C) oven for 10 –12 minutes, or until the cookies are set around the edges.
Let the cookies cool on the baking sheet for 5 minutes, then transfer them to a wire rack to cool completely.
Serve and enjoy.