Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the softened unsalted butter, granulated sugar, and brown sugar. Cream until light and fluffy.
Add eggs one at a time, mixing well after each addition, then stir in the vanilla extract.
In a separate bowl, whisk together the all-purpose flour, baking soda, salt, and ground cinnamon. Gradually add to the wet mixture.
In another bowl, beat the cream cheese, powdered sugar, and milk until smooth.
Take a tablespoon of the cookie dough, flatten it, add cheesecake filling, and fold to form a ball.
Place the cookie balls on the baking sheet, spaced about 2 inches apart, and bake for 10-12 minutes.
Cool the cookies on the baking sheet for 5 minutes before transferring to a wire rack.