Heat oven to 350°F (175°C) and line two baking sheets with parchment paper.
Whisk flour, baking soda, and salt in a medium bowl.
Beat butter, granulated sugar, and brown sugar until light and fluffy (about 2–3 minutes).
Mix in the egg and vanilla extract until smooth. Gradually add dry mixture until a soft dough forms. Chill if needed.
Mix cream cheese, sugar, and vanilla until smooth.
Scoop about 1 tbsp of dough, flatten slightly, and place ½ tsp of cheesecake filling in the center. Cover with another bit of dough and seal edges.
Drizzle or swirl caramel sauce over each cookie.
Bake for 10–12 minutes, until edges are golden but centers remain soft.
Let rest on the baking sheet for 5 minutes, then transfer to a wire rack to cool completely.
