In a bowl, mix the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Scoop 1-tablespoon portions onto a parchment paper lined plate or tray and freeze until firm.

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

Add the flour, baking powder, and baking soda to the bowl. Mix on low speed just until a soft dough forms. Fold in the sprinkles evenly throughout the dough.

Scoop portions of cookie dough and flatten slightly in your palm. Place a frozen cheesecake filling ball in the center, then carefully wrap the dough around it until fully sealed. Roll into a smooth ball if needed.

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

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

Enjoy fresh while soft and gooey, or store in a chilled container for up to 8 days.