Using a standing mixer, beat together the butter, brown sugar, egg yolk, and vanilla until light and fluffy.

Gradually mix in the flour, food coloring, and cocoa powder until soft dough forms.

Using a small ice cream scoop, scoop some dough into your hands and roll into a ball

Pour the sanding sugar into a bowl

Roll the dough ball into the sanding sugar and set aside onto the cookie sheet

Repeat steps for about 11 more cookies

Bake for 10 minutes.

While the cookies are baking, using an electric mixer beat together the cream cheese, egg yolk, sugar, salt, and vanilla until smooth.

After the first 10 minutes of baking, use the back of a round teaspoon to create an indentation in the cookies.

Spoon a teaspoon of the cheesecake filling into each indentation.

Bake for an additional 12 minutes, until filling is set.

Let cool completely before enjoying!