Beat the cream cheese, confectioner’s sugar, and vanilla in a medium bowl until smooth.
Portion 18 teaspoon-sized spoonfuls onto a parchment-lined plate or baking sheet.
Freeze for 1 hour or until firm.
Whisk the flour, baking powder, baking soda, salt, and pumpkin pie spice in a large bowl.
Beat the butter, brown sugar, and granulated sugar in a large mixing bowl until light and fluffy.
Stir in the egg yolk, vanilla, and pumpkin puree until smooth.
Slowly fold in the dry ingredients and mix just until a soft dough forms.
Cover and refrigerate the dough for 20 to 30 minutes if it feels too soft to handle.
Preheat the oven to 350°F.
Line two baking sheets with parchment paper.
Whisk the granulated sugar and pumpkin pie spice together in a small bowl for rolling.
Scoop about 2 tablespoons of cookie dough and flatten it into a disc.
Place one frozen cheesecake filling portion in the center of the dough.
Wrap the dough completely around the filling and seal the edges.
Roll into a smooth ball, then roll the dough ball lightly in the pumpkin spice sugar to coat.
Place the cookies about 2 inches apart on the prepared baking sheets.
Bake for 11 to 13 minutes, or until the edges are set and the tops are puffed. The centers should still look slightly soft.
Allow the cookies to cool on the baking sheet for 10 minutes before transferring them to a wire rack.
Store leftovers in an airtight container in the refrigerator for up to 5 days because of the cheesecake filling. Let them come to room temperature before serving, or they can be served cold.