Preheat the oven to 350°F (175°C) on convection setting. Line a baking sheet with parchment paper.
Add the cream cheese, powdered sugar, and vanilla extract to a medium bowl. Mix until completely smooth and creamy.
Scoop the filling into 1-tablespoon portions onto a parchment-lined plate or tray. Freeze until firm enough to handle.
Meanwhile, make the cookie dough. Beat the room-temperature butter and granulated sugar in a large mixing bowl or stand mixer for 1–2 minutes, until light and creamy.
Add the egg and vanilla extract. Mix until thoroughly incorporated.
Add the all-purpose flour, baking soda, and baking powder. Gently mix or fold until a soft dough forms and no dry flour remains.
In a separate small bowl, combine the brown sugar, cinnamon, and softened butter. Chill briefly until the mixture becomes easier to handle.
Scoop about 1/3 cup of cookie dough and gently fold approximately 2 teaspoons of cinnamon-brown sugar mixture through it. Avoid overmixing so distinct cinnamon swirls remain visible.
Flatten the dough in your palm. Place one chilled cream cheese portion in the center, then carefully bring the cookie dough around it and seal the edges completely.
Roll the filled cookie dough ball in granulated sugar. Repeat with the remaining dough and filling.
Arrange the Cinnamon Roll Cheesecake Cookies on the prepared baking sheet, leaving enough space between them to spread.
Bake for 12–13 minutes, or until the edges are set while the centers still look slightly underbaked.
For round bakery-style cookies, immediately place a round cookie cutter, bowl, or cup slightly larger than each warm cookie around it and gently swirl to reshape the edges.
Leave the cookies on the baking sheet for approximately 10 minutes before carefully transferring them to a cooling rack.