Get your oven ready! Preheat it to 350°F (175°C) and lightly spray a mini muffin pan with nonstick cooking spray.
In a small mixing bowl, whisk together the all-purpose flour and cocoa powder until well combined. Set this dry mixture aside.
Now, in a medium-sized bowl, whisk together the melted butter, 1¼ cups sugar, red food coloring, 2 teaspoons vanilla, and the beaten eggs until smooth.
Gently stir the dry flour mixture into the wet butter mixture. Mix just until everything is combined and no streaks of flour remain; avoid overmixing. This is your delicious red velvet base!
For the cheesecake filling, place the softened cream cheese in a separate medium bowl. Use a handheld mixer to beat it on medium-high speed for about 1 minute until it's wonderfully smooth.
Add ¼ cup sugar and 1 teaspoon vanilla to the cream cheese. Continue mixing for another 1 to 1½ minutes until fully incorporated.
Stir in the egg yolk just until no yellow streaks are visible.
Transfer this creamy cheesecake mixture into a disposable piping bag or a quart-size ziplock bag.
Spoon about 1 tablespoon of the red velvet base into each cup of your prepared mini muffin pan.
Snip off the end of your piping bag (or ziplock bag corner). Squeeze about 2 teaspoons of the cheesecake filling right into the center of each red velvet base.
Pop your mini cheesecakes into the preheated oven and bake for a quick 8-9 minutes.
Once baked, remove them from the oven and let these cute bites cool in the pan for 20-30 minutes. Then, carefully transfer them to a wire rack to cool completely before enjoying!