Cheesecake Filling
Beat cream cheese until smooth
Mix in powdered sugar and vanilla
Scoop teaspoon-sized portions onto a lined tray
Freeze 30–40 minutes until firm
Cookie Dough
Cream butter, granulated sugar, and brown sugar until light
Beat in egg
Mix in milk, vanilla, and vinegar
Add cocoa powder and red food coloring
Whisk flour, baking soda, and salt separately
Add dry ingredients to wet and mix just until combined
Cover and chill dough for at least 1 hour
Assemble Cookies
Preheat oven to 350°F (175°C)
Line baking sheets with parchment paper
Scoop about 2 tablespoons dough and flatten slightly
Place frozen cheesecake filling in center
Wrap dough completely around filling and seal
Roll into a smooth ball
Bake
Place cookies 2½ inches apart
Bake 11–13 minutes until edges are set and centers soft
Cool 5 minutes on pan, then transfer to rack