Make cheesecake filling: Mix cream cheese, sugar, and vanilla. Scoop into small dollops and freeze 30 minutes.
Mix wet ingredients: In a bowl, whisk butter, both sugars, pumpkin, egg yolk, and vanilla.
Mix dry ingredients: In another bowl, whisk flour, baking soda, salt, and spices.
Combine wet and dry just until mixed.
Scoop dough, flatten, add frozen filling, wrap and seal. Roll into a ball.
Optional: Roll dough balls in cinnamon-sugar.
Chill formed cookie balls in fridge for 30 minutes.
Bake at 350°F for 11–13 minutes. Cool before eating.