Whisk together the flour, cocoa powder, baking soda, and salt in a medium-sized bowl. Set aside.
Cream together the butter, brown sugar, and white sugar with a stand or hand mixer until the mixture lightens in color (about 1 minute).
Dissolve 1/2 tsp of instant espresso in 1 tsp of water and pour into the butter mixture. Add 2 egg yolks and mix on a medium speed until combined.
Mix in the dry ingredients on a low speed until just combined. Scrape the sides and bottom of the bowl as needed.
Use a cookie scoop or spoon to make 2 1/2 Tbsp balls of cookie dough. There should be enough dough to make 12 cookie dough balls. Place on a parchment lined baking sheet and chill in the fridge for about 1-2 hours or overnight.
Cheesecake Filling
While the cookie dough chills, make the cheesecake filling! Use an electric mixer to beat together the cream cheese, granulated sugar and vanilla extract. Mix on a medium high speed until combined and smooth.
Use a spoon to add about 12 dollops (about 1 Tbsp each) of the cheesecake filling onto a parchment paper lined plate or tray. Place in the freezer for at least 45 minutes or until frozen and firm to the touch. These can also be made in advance or frozen overnight.
Assembling the Chocolate Cheesecake Cookies
Preheat your oven to 350 F / 175 C and line two large cookie sheets with parchment paper or silicon mats.
Remove the cookie dough and cheesecake dollops from the fridge and freezer.
Very lightly wet your hands with water. Flatten the cookie dough balls in the palm of your hand and place the cheesecake filling in the center. If you have warm hands, flatten the cookie dough between two sheets of parchment paper.
Place a dollop of cheesecake in the center and wrap the overhanging cookie dough around the filling, doing your best to cover it. If there is a little bit of cheesecake filling peeking through, don't worry! Just make that the bottom of the cookie when you bake them. They'll still bake up just fine! If you notice the cookie dough or cheesecake filling is getting too soft to handle, pop the dough in the fridge and the cheesecake filling in the freezer to make them easier to handle.
Place 1/3 cup of granulated sugar in a small bowl and toss the cookies in granulated sugar until they're fully coated. Place them on the lined baking sheets and space them about 3 inches apart. They spread as they bake so they need a little room!
Bake for 16-18 minutes, or until the cookies have set on the outside. Place them on a wire rack to cool, then enjoy!
Leftover cookies can be stored in an airtight container in the fridge for up to 10 days.
Video
Notes
Making the Best Chocolate Cheesecake Cookies
Chilling your cookie dough is a must! It's almost impossible to fill these cookies if the dough isn't chilled. I find they're easiest to roll out when they've been in the fridge for an hour or two.
Use a cookie scoop to make sure your cookies are uniformly sized.
Thoroughly coat each cookie with sugar. It really adds the the texture of these cookies.
If you have warm hands, flatten the cookie dough between two sheets of parchment paper.
Wet your hands before flattening and rolling out the cookie dough. It will help prevent them from sticking to your hands.
Don't worry if there's a little bit of cheesecake filling peaking through a small crack in the cookie dough. It will bake up just fine and be covered with sugar!
Space your cookies about 3 inches apart before baking them. They will spread as they bake.
Don't over-bake your cookies! They don't really brown, so you have to keep an eye on the texture of the top of the cookie. Even if they seem a bit soft coming out of the oven, they will continue to bake and set on the tray once they're out of the oven.
If you want to make the filling chocolate cheesecake, add 1 Tbsp of cocoa powder into your cheesecake filling.
Making These Cookies in Advance and Storing Them
In the off chance that you have any leftover cookies, they can be stored in an airtight container for up to 10 days in the fridge.
You can also freeze baked cookies for up to a month. I like to thaw them in the fridge overnight, then heat them in the microwave for 10-15 seconds to make the centers gooey again.
If you make the cookie dough in advance, you can freeze stuffed cookies in an airtight container for up to a month. Let the cookies thaw in the fridge overnight, then bake as instructed.