In a mixing bowl, beat the cream cheese, granulated sugar, and vanilla extract until smooth. Add the egg and mix until fully combined.

Chill the filling in the refrigerator while preparing the cookie dough.

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

In a large mixing bowl, whisk together the flour, baking soda, cinnamon, nutmeg, and salt.

In another bowl, cream the softened butter, brown sugar, and granulated sugar until light and fluffy.

Add the egg and pumpkin puree to the butter mixture and mix until combined.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined.

Using a cookie scoop, drop a tablespoon of cookie dough onto the prepared baking sheet.

Make a small indentation in the center of each cookie and fill it with a teaspoon of the cheesecake filling.

Top with another small ball of cookie dough and gently press down to seal.

Bake for 12-15 minutes or until the edges are lightly golden. Allow to cool on the baking sheet for 5 minutes before transferring to a wire rack.