Once the cream cheese filling has chilled, make the cookie dough. In the bowl of a stand mixer fitted with the paddle attachment, beat the granulated sugar, butter, and brown sugar together on high-speed for 1 minute. Add in the eggs and beat together for another 30 seconds. Add in the milk, white vinegar, and vanilla extract and continue mixing until incorporated.
1 cup granulated sugar, 5 tablespoons unsalted butter, 3 tablespoons brown sugar, 2 large eggs, 3½ teaspoons milk, ½ teaspoon white vinegar, ½ teaspoon pure vanilla extract
Add in the cocoa powder and mix to combine. Add the flour to the mixture and then place baking powder, baking soda, and salt on top of the flour so that when they mix, the leaveners do not wind up in a clump in the batter. Mix just until smooth and all of the flour is incorporated. Lastly, add in the red food coloring and mix until all of the cookie batter is red.
⅓ cup unsweetened cocoa powder, 1¾ cups all-purpose flour, ½ teaspoon baking powder, ½ teaspoon baking soda, ½ teaspoon kosher salt, 1 teaspoon red food coloring
Before assembling the cookies, preheat oven to 350°F. Line 2 baking sheets with parchment paper. Set aside.
To assemble the cookies, remove the plate of cream cheese filling from the freezer. Place about 1 cup of powdered sugar into a bowl that is deep enough to roll the cookies in. Coat one hand with powdered sugar to keep the cookie dough from sticking.
Spoon out about 3 tablespoons of cookie dough into the palm of your hand and spread the center to create a well.
Place a ball of cream cheese into the center then pull the cookie dough up around the sides of the cream cheese and seal to create a ball.
Roll the cookie dough into the powdered sugar until completely coated.
1 cup powdered sugar
Place the cookie dough balls onto the prepared baking sheets, leaving at least 3 inches of space around the perimeter of each cookie for spreading.
Place the cookie sheets into the oven to bake for 18 minutes.
Once baked, remove from the oven and place onto a cooling rack to cool slightly before serving.