Follow these steps closely to create your Irresistible Churro Cheesecake Donut Cookies:

1. Preheat Oven: Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
2. Mix Cookie Dough: In a large bowl, cream together the softened butter and granulated sugar until light and fluffy. This usually takes about 2-3 minutes.
3. Add Eggs and Vanilla: Beat in the eggs one at a time, followed by the vanilla extract. Mix well.
4. Combine Dry Ingredients: In a separate bowl, whisk together the flour, baking soda, salt, and ground cinnamon.
5. Combine Mixtures: Gradually mix the dry ingredients into the wet ingredients, combining thoroughly until you have a cookie dough.
6. Make Cheesecake Filling: In another bowl, blend the cream cheese, powdered sugar, vanilla extract, and egg yolk until smooth and creamy.
7. Form Cookies: Take about two tablespoons of cookie dough and flatten it into a disk. Place a teaspoon of cheesecake filling in the center, then wrap the dough around it, sealing well. Roll the cookie into a ball.
8. Roll in Cinnamon Sugar: Combine the granulated sugar and ground cinnamon in a shallow dish. Roll each cookie ball in this mixture until fully coated.
9. Bake: Place the cookies on the prepared baking sheet and bake for 15-20 minutes, or until they are lightly golden around the edges.
10. Cool: Once baked, allow the cookies to cool on the baking sheet for 10 minutes before transferring them to wire racks to cool completely.

These steps will guide you through creating the cookie perfection you’ve been dreaming about!