Combine the blueberries, lemon juice, water, granulated sugar, and cornstarch in a small saucepan over medium heat. Bring the mixture to a simmer, stirring frequently, until it thickens. Immediately transfer the sauce to a non-metal heat-safe container and allow it to cool. Refrigerate the blueberry sauce until you're ready to assemble the cookies.

In a large bowl, whisk together the brown sugar, granulated sugar, sea salt, and egg until the mixture is thickened and lighter in color. Add the melted butter and vanilla extract, whisking until smooth. Sift in the flour, baking soda, and ground cinnamon. Gently fold until combined and no dry streaks remain. Add the graham cracker crumbs and fold a few more times so you see ribbons of crumbs throughout the dough. If the dough is too soft to scoop, chill it in the fridge for a few minutes. I always make sure not to overmix at this stage to keep the cookies extra tender.

Scoop or roll the dough into 12 large even balls and place them onto a parchment-lined baking sheet. Use your fingers or the back of the scoop to press an indentation into the middle of each dough ball. Chill the cookie dough balls in the refrigerator for at least 30 minutes or overnight to firm up. Chilling the dough helps prevent the cookies from spreading too much.

In a small bowl, whisk one whole egg until smooth. Set it aside. In a separate bowl, beat the softened cream cheese, sugar, and salt together until completely smooth and creamy. Add the vanilla extract and half of the previously whisked egg, beating until well combined. Refrigerate the cheesecake filling until you're ready to assemble the cookies. I find letting the cream cheese warm just slightly before mixing makes a smoother filling.

Preheat your oven to 355°F (180°C). Arrange the chilled cookie dough balls on parchment-lined or greased baking sheets, spacing them a few inches apart. Spoon the prepared cheesecake mixture (from Step 4) into the indentation of each cookie, filling each one to the top. Add about 1/2 teaspoon of blueberry sauce (from Step 1) into each cheesecake center and use a toothpick to gently swirl it. This step gives each cookie a beautiful marbled center.

Bake the assembled cookies in the preheated oven for 12–14 minutes, or until the bottoms are slightly golden brown. Avoid overbaking to keep the centers soft and gooey. Let the cookies cool on the baking sheet for a few minutes before gently transferring to a wire rack to finish cooling—they will be very soft at first. While still warm, break the graham crackers over the top of the cookies so they stick nicely. I always enjoy that extra graham crunch on top—makes them taste like blueberry cheesecake in a cookie!