In a mixing bowl, beat the cream cheese and granulated sugar until smooth. Add the egg and vanilla extract, mixing until fully combined.

Refrigerate the cheesecake filling for about 15 minutes to firm up.

In a large mixing bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy.

Add the eggs one at a time, mixing well after each addition. Stir in the vanilla extract.

In a separate bowl, whisk together the flour, cocoa powder, baking soda, and salt.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined.

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

Using a cookie scoop, drop a tablespoon of cookie dough onto the prepared baking sheet. Make a small indentation in the center of each cookie.

Spoon about a teaspoon of the cheesecake filling into the indentation of each cookie.

Bake for 10-12 minutes, or until the edges are set. Let cool on the baking sheet for a few minutes before transferring to a wire rack to cool completely.