Mix the room temperature cream cheese, marshmallow fluff, powdered sugar, and vanilla extract in a bowl until smooth. Scoop 1-tablespoon portions onto a parchment paper lined plate or tray and chill in the freezer until firm.

Preheat your oven to 350°F (convection). In a stand mixer fitted with a whisk or paddle attachment, beat the room-temperature butter and granulated sugar for 1–2 minutes, until pale and off-white. Add the egg and vanilla extract and mix until fully combined.

Add the all-purpose flour, baking powder, and baking soda. Fold gently until just combined. Divide the dough in half, dyeing one portion green and the other blue.

Scoop 1/3 cup of dough, using equal parts green and blue, and flatten in your palm. Place a chilled marshmallow cheesecake ball in the center, then fold the dough around it until sealed. Roll each cookie in granulated sugar.

Place cookie dough balls onto a parchment paper lined baking sheet. Bake for 13–14 minutes, until the edges are set and the centers are just soft.

For perfectly round cookies, immediately swirl a round bowl, cup, or cookie cutter around each cookie while warm. Let cookies rest on the baking sheet for about 10 minutes before transferring.

Enjoy fresh, or store in a chilled environment for up to 8 days.