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In a large mixing bowl, cream together the softened butter and granulated sugar until light and fluffy.
Beat in the eggs one at a time, then stir in the vanilla extract.
In another bowl, whisk together the flour, baking powder, and salt. Gradually add the dry ingredients to the wet ingredients, mixing until just combined.
Prepare the Cheesecake Filling:
In a small bowl, beat together the softened cream cheese, granulated sugar, and vanilla extract until smooth and creamy.
Transfer the filling to a piping bag.
Shape the Cookies:
Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.
Roll the dough into 1-inch balls and flatten each into the shape of a circle. Or use a large cookie cutter to shape the cookie.
Pipe a small amount of cheesecake filling around the sides the of each cookie then fold the edges over to enclose the filling.
Press down to seal the dough. Use a small cookie cutter to cut the center out so the cookie will be in the shape of a donut.
Coat the Cookies:
In a shallow dish, combine the granulated sugar and ground cinnamon.
Roll each cookie in the cinnamon sugar mixture to coat evenly.
Bake the Cookies:
Arrange the cookies on the prepared baking sheet, spacing them about 2 inches apart.
Bake for 12-15 minutes, or until the cookies are lightly golden and set.
