To make the cheesecake filling, combine the cream cheese, 2 tablespoons of white sugar, and 1/2 teaspoon of vanilla extract in a bowl.
Mix until smooth and creamy. Set this aside while you prepare the cookie dough.
Preheat your oven to 350°F (175°C).
In a large bowl, cream together the salted butter, brown sugar, and 1/2 cup of white sugar until light and fluffy.
Add the large egg, egg yolk, buttermilk, 2 teaspoons of vanilla extract, and red food coloring. Mix well.
In another bowl, whisk together the all-purpose flour, cocoa powder, baking powder, baking soda, and salt.
Gradually add the dry ingredients to the wet ingredients, mixing until combined.
Assembling the Cookies
Scoop a small amount of cookie dough (about 1 tablespoon) and flatten it in your hand.
Place a small spoonful of cheesecake filling in the center and fold the dough around it, rolling it into a ball.
Roll the filled cookie dough ball in the 1/4 cup of white sugar.
Place the cookie balls on a baking sheet lined with parchment paper, leaving space between each cookie.
Bake for 10-12 minutes or until the edges are set. Let them cool slightly before transferring to a wire rack.