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

Cream together the softened unsalted butter, granulated sugar, and brown sugar until light and fluffy.

Incorporate the eggs one at a time, followed by the vanilla extract, mixing until fully combined.

In a separate bowl, whisk together the all-purpose flour, baking soda, salt, and ground cinnamon, then gradually add it to the wet ingredients.

Prepare the cheesecake filling by beating together the cream cheese, powdered sugar, and milk until smooth.

Shape the cookie dough, placing a dollop of cheesecake filling in the center before enclosing it.

Bake the filled cookie dough balls for 10-12 minutes or until edges are lightly golden.

Allow the cookies to cool for about 5 minutes before transferring them to a wire rack.