In a small bowl, beat together the softened cream cheese, powdered sugar, and 1/2 teaspoon of vanilla extract until smooth and creamy. Scoop approximately 1 teaspoon portions onto a parchment-lined plate and freeze for about 30 minutes until firm.

Preheat your oven to 350°F (175°C). In a mixing bowl, whisk together the all-purpose flour, baking soda, baking powder, and salt until well combined.

In a separate large bowl, cream the softened butter with the granulated sugar and packed light brown sugar using an electric mixer for 2-3 minutes, until the mixture becomes light and fluffy.

Beat in the large egg and pure vanilla extract until fully incorporated.

Gradually mix in the dry ingredients into the butter mixture until just combined, taking care not to overmix.

In a shallow dish, combine the granulated sugar and ground cinnamon to create your churro-inspired coating.

Scoop about 2 tablespoons of dough, flatten it slightly in your palm, and place one of the frozen cheesecake filling dollops in the center. Gently fold the dough around the filling, ensuring it is completely sealed.

Roll each filled cookie in the cinnamon-sugar mixture until thoroughly coated, then place them on a parchment-lined baking sheet.

Bake the cookies until the edges are set but the centers still look soft. Remember that they will continue to cook slightly after being removed from the oven, so avoid overbaking.