In a mixing bowl, combine cold cream cheese, granulated sugar, and vanilla extract. Using an electric mixer, beat on medium speed until the mixture is fluffy and smooth, about 2-3 minutes.

Scoop the filling and shape it into small balls, approximately 1 inch in size. Place the balls on a parchment-lined tray and freeze for at least 1 hour until firm.

In a separate bowl, whisk together all-purpose flour, black cocoa powder, baking powder, and salt until evenly combined.

In a large mixing bowl, beat the softened butter with both granulated and brown sugar until light and fluffy, around 3-4 minutes.

Blend in the egg yolks and vanilla extract. Gradually mix in the dry ingredients until a soft dough forms.

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

Take the chilled cheesecake filling from the freezer and set aside. Scoop some cookie dough and roll it into balls, about 1.5 inches. Press a frozen cheesecake ball into the center, wrapping the dough around it securely to ensure it is fully enclosed.

Roll each cookie ball in a mixture of black cocoa powder and sugar for extra flavor.

Arrange them on the prepared baking sheets, spacing them about 2 inches apart to allow for spreading. Bake in the preheated oven for 10-11 minutes, until the edges are set but the centers remain soft.

Once out of the oven, let the cookies cool on the baking sheet for about 5 minutes.

If desired, while they are still warm, use a large round cookie cutter to reshape them for a uniform appearance.

Carefully transfer the cookies to a wire rack to cool completely. The Black Velvet Cheesecake Cookies will firm up as they finish cooling, revealing their irresistible creamy centers.