For the Cream Cheese Filling:
With an electric mixer, beat the cream cheese, sugar, and vanilla together until smooth. Cover and and place in the fridge for at least an hour.
For the Cookie Dough:
Preheat oven to 375 degrees F.
In a mixing bowl, mix flour, cocoa powder, baking soda, and salt; set aside.
In the bowl of a standing electric mixer, cream butter and sugar together on medium-high speed until light and fluffy, about 2 minutes. Beat in the egg, yolk, and vanilla. Add in the flour mixture a little at a time and mix until combined.
Place about 1/4 cup sugar in a bowl; set aside.
Use a size #40 cookie scoop (1 1/2 tablespoons) to portion out the dough. Use you hands to form the ball of dough into a flat round circle.
Place a teaspoon of the cream cheese mixture in the center of each circle and then fold up the dough around, sealing the cream cheese in.
Roll the dough into a ball and then roll it in the bowl of sugar. Place on a cookie sheet and repeat with the remaining dough.
Space the balls of dough 2 inches apart (I put 8 on a standard cookie sheet). Use the bottom of a glass or a measuring cup to gently press down on each ball of dough to slightly flatten.
Bake for 9-11 minutes or until cracks begin to form on top. Let cook on pan for 2 minutes and then move to a wire rack to cool completely.