Preheat your oven to 350°F (175°C). Line two baking sheets with parchment.

In a medium bowl, whisk together flour, baking powder, baking soda, and salt. Set aside.

In another bowl, beat the cream cheese, 1/4 cup sugar, vanilla, and sour cream (if using) until smooth. Transfer to a small bowl, cover, and chill while you make the dough.

In the bowl of a stand mixer fitted with the paddle (or using a hand mixer), cream the room-temperature butter with granulated sugar and brown sugar until light and fluffy, about 2–3 minutes. Scrape the bowl.

Add the egg and egg yolk and vanilla; beat until combined.

With the mixer on low, add the dry ingredients in two additions, mixing just until combined. If the dough feels too stiff, add 1–2 tablespoons of milk to bring it together.

Scoop out about 1 tablespoon of dough, flatten into a disc, and place on the prepared sheet. Repeat, spacing cookies 2 inches apart.

Chill the cookie discs for 10–15 minutes in the fridge — this helps them keep their shape and makes filling easier.

Bake cookies for 10–12 minutes, until the edges are just golden. Rotate pans halfway through for even baking.

Remove from oven and, while still warm but cool enough to handle (about 2 minutes), press a small indent into each cookie with the back of a spoon or your thumb.

Transfer the chilled cheesecake filling to a piping bag and pipe about 1 teaspoon into each cookie well.

Brush the cookie tops lightly with melted butter, then toss or sprinkle them in the cinnamon sugar mix until well coated.

Optionally drizzle with a touch of warmed caramel.

Let the filled cookies set for 10–15 minutes at room temperature, or chill briefly if you prefer a firmer center. Enjoy!