Line two large baking sheets with parchment paper and set them aside.

In a large bowl, beat the cream cheese until smooth. Add confectioners' sugar, flour, and vanilla. Beat on low speed to combine, then increase to high speed until smooth and fluffy.

Drop teaspoonfuls of the cheesecake filling onto one of the prepared cookie sheets. Place in the freezer while you make the dough.

In a medium bowl, whisk together the flour, baking soda, and salt for the cookie dough.

In a stand mixer or large bowl with a paddle attachment, cream the butter and brown sugar on high speed until light and fluffy for 2-3 minutes. Add the egg and vanilla extract, beating for an additional 1-2 minutes.

Slowly add the dry ingredients to the wet mixture, beating on low speed, then increase to medium-high to combine.

Scoop 1 tablespoon of dough, roll it into balls, and place on the other prepared cookie sheet. Make an indent in the middle of each ball with your thumb. Take the cheesecake filling from the freezer and place a ball in the center of half of the cookie dough balls. Top with the remaining cookie dough balls, pinch the seams, and roll into a ball or taller cone shape. Place them on the cookie sheet 3 inches apart. Chill in the fridge for at least 2 hours, or up to 3 days. For a quicker chill, freeze for an hour.

Preheat the oven to 350°F (175°C).

Bake the chilled cookies for 9-11 minutes until the tops are set. Let them cool on the baking sheet for 5 minutes, then transfer to a cooling rack to cool completely.

While the cookies cool, make the caramel topping. In a microwave-safe bowl, combine the unwrapped caramels and heavy cream. Microwave for 30 seconds, stir, and continue in 15-second intervals until melted and bubbling. Stir until smooth.

Drizzle the melted caramel over each cookie. If the caramel thickens, microwave in 15-second increments.