1. Make the cheesecake filling by beating the softened cream cheese, granulated sugar, flour, and vanilla extract together until completely smooth and thick.

2. Scoop small teaspoon sized mounds of filling onto a parchment lined plate or tray and freeze until firm, about 20 to 30 minutes, while you prepare the cookie dough.

3. In a medium bowl whisk together the all purpose flour, baking powder, baking soda, fine sea salt, and ground cinnamon until well combined.

4. In a large mixing bowl beat the softened butter with the granulated sugar and light brown sugar until pale, fluffy, and slightly increased in volume.

5. Add the egg, egg yolk, and vanilla extract to the butter mixture and beat until smooth and glossy with no streaks of egg remaining.

6. Add the dry ingredients to the wet ingredients in two additions, mixing on low speed just until no pockets of flour remain, then mix in the milk or cream until the dough is soft and scoopable but not sticky.

7. Cover the dough and chill for 20 to 30 minutes so it is easier to handle, especially if your kitchen is warm.

8. Stir together the granulated sugar and ground cinnamon for the coating in a shallow bowl and line two baking sheets with parchment paper.

9. Scoop a portion of chilled cookie dough, about two tablespoons, and gently flatten it in the palm of your hand into a thick disk.

10. Place a frozen mound of cheesecake filling in the center of the dough and fold the dough up and around the filling, pinching to seal completely so no filling shows.

11. Roll the stuffed dough ball gently between your palms to smooth it, then roll it in the cinnamon sugar mixture to coat all sides.

12. Arrange the coated cookie dough balls on the prepared baking sheets, spacing them a few inches apart to allow for spreading.

13. Bake the cookies in a preheated 350 degree Fahrenheit oven for 10 to 12 minutes, or until the edges look set and the tops are puffy and just beginning to crack while still soft in the center.

14. Let the cookies cool on the baking sheet for at least 10 minutes so the centers finish setting before transferring them to a wire rack to cool completely.

15. While the cookies cool, whisk together the powdered sugar, heavy cream or milk, vanilla extract, and a pinch of salt until smooth and thick but drizzleable, adjusting with more cream or sugar as needed.

16. Transfer the glaze to a piping bag or zip top bag with the corner snipped off and drizzle it over the cooled cookies in zigzag lines to mimic classic cinnamon roll frosting.

17. Allow the glaze to set for several minutes, then serve the cookies slightly warm or at room temperature.

18. Store leftover cookies in an airtight container in the refrigerator for up to 4 days, or freeze for longer storage, warming briefly before serving for the best texture.