Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large bowl, cream together the softened butter and granulated sugar until light and fluffy.
In another bowl, whisk together the flour, baking powder, salt, and ground cinnamon.
Add the dry ingredients to the wet ingredients, mixing until just combined.
In a separate bowl, mix the softened cream cheese, powdered sugar, and milk until smooth and creamy.
Take small pieces of the cookie dough, flatten them slightly on the baking sheet, and place a scoop of the cream cheese filling in the center of each flattened dough ball.
Fold the dough over the filling, sealing the edges to encase the cream cheese.
Bake for 12-15 minutes or until the edges are golden brown.
While the cookies are baking, mix the ground cinnamon and granulated sugar in a shallow dish.
Once the cookies are out of the oven and slightly cooled, brush them with melted butter and roll in the cinnamon-sugar mixture until fully coated.