In a mixing bowl, combine softened cream cheese, powdered sugar, and vanilla extract. Beat until smooth and creamy, about 2-3 minutes. Scoop small amounts and roll into balls; freeze for 20 minutes.

In a separate bowl, mix together brown sugar, cinnamon, and melted butter until it forms a thick paste. Set aside.

In a large bowl, whisk together flour, baking powder, baking soda, and salt. In another bowl, beat softened butter with granulated sugar until light and fluffy, about 2-3 minutes. Mix in egg, vanilla extract, and sour cream until smooth. Gradually add dry ingredients, mixing until just combined.

Take about 2 tablespoons of cookie dough, flatten it, and place a cheesecake filling in the center. Fold the dough around it and seal the edges. Arrange on a baking sheet.

Sprinkle the cinnamon sugar mixture on top and swirl it gently into the dough with a toothpick or spoon.

Preheat the oven to 350°F (175°C). Bake cookies for 12-14 minutes until edges are golden and centers appear soft. Monitor closely to avoid overbaking.

Remove cookies from the oven and cool on the baking sheet for 5 minutes. Transfer to a wire rack to cool completely.