Prepare the Cheesecake Centers: Line a small baking sheet with parchment paper. In a small bowl, use an electric mixer to combine the cold cream cheese, granulated sugar, and vanilla until it's light and fluffy, about 2 minutes. Scoop this mixture into 18 small, 2-teaspoon portions onto your prepared baking sheet. Pop them into the freezer until they are completely frozen and firm. This is key for easy stuffing!
Mix the Spiced Sugar: In a separate small bowl, whisk together the granulated sugar, ground ginger, cinnamon, allspice, nutmeg, and cloves for your cookie coating. Set this aside.
Whisk Dry Cookie Ingredients: In a medium bowl, whisk together the flour, all your gingerbread spices (ginger, cinnamon, nutmeg, allspice, cloves), salt, and baking soda. Give it a good mix and set aside.
Cream Wet Cookie Ingredients: In a large mixing bowl (or using a stand mixer), beat the softened butter and packed light brown sugar together on high speed until the mixture is light and fluffy, about 2 minutes. Don't forget to scrape down the sides of the bowl!
Add Liquid Cookie Ingredients: To the butter mixture, add the room temperature egg yolks, molasses, and vanilla. Mix on medium speed for about one minute until everything is well combined and fluffy.
Combine for Cookie Dough: Slowly add your dry flour mixture into the wet ingredients, mixing on low speed until just combined. Be careful not to overmix!
Assemble and Coat Cookies: Take a 2-tablespoon cookie scoop and portion out your gingerbread dough (you should get 18 portions). Roll each into a ball, then gently flatten it slightly. Place one frozen cheesecake ball right in the center. Carefully wrap the cookie dough around the cheesecake ball, sealing it completely, then re-roll it into a neat ball. Finally, roll each cookie dough ball generously in your prepared spiced sugar mixture. Keep any unused cheesecake balls in the freezer until ready to bake.
Bake to Perfection: Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper. Place about 6 cookies at a time onto a baking sheet, spaced apart. Bake for 11-12 minutes until the edges are just set and the cookies look slightly puffed.
Cool and Enjoy: Let the baked cookies cool on the baking sheet for about 10 minutes before carefully transferring them to a wire rack to cool completely. The cheesecake filling will set up beautifully as they cool, making them ready to enjoy! Store leftovers in an airtight container in the refrigerator due to the cream cheese filling.