Step 1: Prepare the Cheesecake Filling

In a medium mixing bowl, beat the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Transfer the mixture to a piping bag or a zip-top plastic bag with one corner snipped off. Pipe small dollops (about 1 teaspoon each) onto a parchment-lined baking sheet, making about 20 dollops. Place the tray in the freezer and chill for at least 30 minutes or until the dollops are firm.

Step 2: Make the Cookie Dough

In a large mixing bowl, cream together the softened butter, granulated sugar, and brown sugar using an electric mixer. Beat until the mixture is light and fluffy, about 2-3 minutes. Add the egg and vanilla extract, mixing until fully incorporated.

In a separate bowl, whisk together the all-purpose flour, baking powder, and salt. Gradually add the dry ingredients to the wet ingredients, mixing just until a soft dough forms. Avoid overmixing to keep the cookies tender.

Step 3: Assemble the Cookies

Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper.

Take a small amount of cookie dough (about 1 ½ tablespoons) and flatten it in the palm of your hand. Place a frozen cheesecake filling dollop in the center, then carefully fold the dough around the filling, sealing it completely. Roll the dough into a smooth ball. Repeat with the remaining dough and filling.

Step 4: Coat the Cookies in Cinnamon-Sugar

In a shallow dish, combine the granulated sugar and ground cinnamon. Roll each cookie ball in the cinnamon-sugar mixture, ensuring it’s evenly coated.

Step 5: Bake the Cookies

Place the coated cookie dough balls onto the prepared baking sheets, spacing them about 2 inches apart. Bake for 12-15 minutes, or until the cookies are just set and the edges are lightly golden. Avoid overbaking to keep the centers soft.

Step 6: Cool and Serve

Allow the cookies to cool on the baking sheets for 5 minutes before transferring them to a wire rack to cool completely. Serve warm for the ultimate churro-inspired experience or at room temperature.