In a mixing bowl, beat the cream cheese and sugar until smooth.

Add the egg and vanilla extract, and mix until well combined.

Chill the filling in the refrigerator while preparing the cookie dough.

Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.

In a mixing bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy.

Add the eggs and vanilla extract, mixing until well incorporated.

In another bowl, whisk together the flour, cocoa powder, baking soda, and salt.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined.

Using a cookie scoop, drop a tablespoon of cookie dough onto the prepared baking sheet.

Make a small indentation in the center of each cookie and fill it with the chilled cheesecake filling.

Top with another tablespoon of cookie dough to cover the filling.

Bake for 10-12 minutes, or until the edges are set.

Allow to cool on the baking sheet for a few minutes before transferring to a wire rack to cool completely.