Prepare the Cheesecake Filling: Beat the cream cheese until smooth and creamy. Add sugar and vanilla extract, then mix until silky. Transfer to a piping bag and refrigerate for 20 minutes.

Make the Cookie Dough: In a large bowl, cream together the butter and sugar until light and fluffy. Add the egg and vanilla, mixing well. Gradually fold in the flour, baking powder, and salt to form a soft dough. Do not overmix.

Shape the Donut Cookies: Scoop the dough into balls, flatten slightly, and press a small well in the center using your thumb. Fill the well with the chilled cheesecake mixture.

Coat with Churro Sugar: In a small bowl, mix the granulated sugar and cinnamon. Gently roll each cookie in the mixture until evenly coated.

Bake: Preheat your oven to 180°C (350°F). Line a baking tray with parchment paper and place the cookies 2 inches apart. Bake for 12–14 minutes, or until the edges are golden and the centers remain soft.