In a medium bowl, beat the softened cream cheese, sugar, and pinch of salt together until completely smooth and creamy, about 2 minutes. This removes any lumps and ensures a silky texture. Add the egg yolk, sour cream, and vanilla extract, then beat until fully combined and homogeneous. The sour cream adds a subtle tanginess that balances the richness of the cream cheese and prevents the filling from being too heavy. Transfer to a small bowl and refrigerate while you prepare the cookie dough—this gives the flavors time to meld and makes the filling easier to work with later.

In a separate large bowl, beat the softened butter and sugar together until light and fluffy, about 2-3 minutes—this incorporates air into the dough and helps create a tender cookie texture. Add the salt and egg yolk, beating until fully incorporated. Add the flour all at once and mix on low speed until just combined; don't overmix, as this can make the cookies tough. The dough should come together but still be slightly crumbly.

Preheat your oven to 350°F and line two baking sheets with parchment paper. Working with about 1 tablespoon of dough at a time, roll the dough into balls and place them about 2 inches apart on the prepared baking sheets. Using your thumb or the back of a teaspoon, press a small indent into the center of each ball—don't press too deep, just enough to create a shallow well. I like to dip my thumb in a little flour to prevent sticking. If desired, dust the cookies lightly with cinnamon sugar before this first bake. Bake for 10 minutes until the edges are set but the centers are still pale.

Remove the baking sheets from the oven and immediately re-press the indents in each cookie using your thumb or the back of a spoon, pushing slightly deeper than before—the cookies will have firmed up but are still soft enough to mold. Return the pans to the oven and bake for another 8-10 minutes until the cookies are golden brown around the edges but still tender in the center. Remove from the oven and let the cookies cool on the baking sheets for at least 5 minutes before moving them, as they'll continue to set. Once cooled, you can transfer them to a wire rack if desired, but leaving them on the pan makes the next step easier.

While the cookies are cooling slightly, remove the cheesecake filling from the refrigerator—it should be spreadable but still cool. Once the cookies have cooled enough to handle safely (about 5 minutes), spoon approximately 1 teaspoon of the cheesecake filling into the indent of each cookie, filling it generously but not overflowing. Return the filled cookies to the oven (still at 350°F) and bake for 7-8 minutes until the filling is just set and very slightly golden on top. The filling will appear barely set—this is perfect, as it will firm up more as it cools and gives you that creamy cheesecake texture rather than a dry, overbaked one.

Remove the baked cookies from the oven and let them rest on the baking sheets for 5 minutes to set slightly. Then transfer them to a wire cooling rack to cool completely, about 30-45 minutes. The cookies will continue to firm up as they cool, and the filling will set to the perfect creamy consistency. Store in an airtight container at room temperature for up to 3 days, or refrigerate for up to a week if you prefer them chilled.