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

Cream the butter and sugars together until light and fluffy, about 3-4 minutes.

Add eggs one at a time, mixing well after each, and stir in vanilla extract.

In a separate bowl, whisk together the flour, baking soda, salt, and cinnamon before gradually adding it to the wet mixture.

Beat the cream cheese, powdered sugar, and milk until smooth for the cheesecake filling.

Form cookies by flattening a tablespoon of dough, adding cheesecake filling in the center, and encasing the filling with dough.

Bake cookies for 10-12 minutes, letting them cool for a few minutes before transferring to a wire rack.