In a bowl, whisk together the flour, cocoa powder, baking soda, and salt. In a separate bowl, cream the butter and brown sugar until fluffy. Add the egg, vanilla extract, and red food coloring, mixing until well combined.

Gradually add the dry ingredients to the wet mixture, stirring until just combined. Be cautious not to overmix; we want these cookies to stay soft and tender!

Cover the bowl with plastic wrap and refrigerate the dough for at least 30 minutes.

In a separate bowl, mix the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy.

Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper.

Scoop out two tablespoons of dough, flatten it in your hand, and place a teaspoon of cheesecake filling in the center. Fold the dough around the filling, rolling it into a ball.

Place the dough balls on the prepared baking sheet, spacing them about 2 inches apart. Bake in the preheated oven for 10-12 minutes, or until the edges are set and the tops look slightly cracked.

Allow the cookies to cool on the baking sheet for about five minutes before transferring them to a wire rack to cool completely.