In a large bowl (or the bowl of a stand mixer), cream together the softened butter, granulated sugar, and brown sugar until light and fluffy (3-5 minutes). Scrape down the sides of the bowl occasionally.
Beat in the eggs one at a time, mixing well after each addition. Then, stir in the vanilla extract.
In a separate medium bowl, whisk together the all-purpose flour, baking soda, ground cinnamon, and salt.
Gradually add the dry ingredients to the wet ingredients, mixing on low speed until just combined. Be careful not to overmix.
Cover the bowl with plastic wrap and chill the dough in the refrigerator for at least 30 minutes.
In a medium bowl, beat the softened cream cheese and granulated sugar together until smooth and creamy.
Beat in the egg yolk and vanilla extract until well combined.
Cover the bowl and set aside while you prepare the cookie dough.
Preheat your oven to 350°F (175°C). Line baking sheets with parchment paper or silicone baking mats.
Remove the chilled cookie dough from the refrigerator. Use a cookie scoop (about 1.5 tablespoons) to scoop out portions of the dough.
Gently flatten each cookie dough ball with your palm. Then, use your thumb or the back of a spoon to create a small indentation in the center of each cookie.
Spoon about 1 teaspoon of the cheesecake filling into the indentation of each cookie.
Bake the cookies for 12-15 minutes, or until the edges are golden brown and the cheesecake filling is set.
Remove the baking sheets from the oven and let the cookies cool on the baking sheets for a few minutes before transferring them to a wire rack to cool completely.
In a small bowl, combine the granulated sugar and ground cinnamon.
Once the cookies are slightly cooled but still warm, brush the tops and sides of each cookie with melted butter.
Immediately after brushing with butter, roll or sprinkle the cookies with the sugar-cinnamon mixture, ensuring they are evenly coated.
Let the cookies cool completely before serving.
Notes
Softened butter and cream cheese are key for smooth dough and filling.
Don’t overmix the cookie dough to avoid tough cookies.
Chilling the dough prevents excessive spreading during baking.
Coat the cookies while they are still slightly warm for better adhesion of the churro coating.
Store in an airtight container at room temperature for up to 3 days.
Variations: Add chocolate chips to the dough, experiment with different spices in the coating, drizzle with caramel, or add lemon zest to the filling.