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Step 1
Preheat oven to 300ºF. Prepare a baking sheet by lining it with parchment paper or a silicone baking mat.
Step 2
Beat together the butter, brown sugar, egg yolk, salt and vanilla until light and fluffy. Mix in the flour, food coloring, and cocoa powder until soft dough forms.
Step 3
Scoop out the dough by heaping tablespoons and roll them in the sugar before placing on the prepared baking sheet (about 2 inches apart). Use the back of a round teaspoon to make a small indentation in the cookie dough.
Step 4
Bake for 10 minutes.
Step 5
Meanwhile, make the filling: using an electric mixer or small food processor, beat together the cream cheese, egg yolk, sugar, salt, and vanilla until smooth.
Step 6
After the first 10 minutes of baking, use the back of a round teaspoon to deepen the indentation in the cookies. Spoon a teaspoon of the filling into each indentation. Bake for an additional 12 minutes, until filling is set.
Step 7
Let cool completely before serving. Store covered and chilled.