Prepare the Dough:

In a large bowl, cream together the softened butter and granulated sugar until light and fluffy.
Beat in the eggs one at a time, then stir in the vanilla extract.
In another bowl, whisk together the flour, baking powder, and salt. Gradually add the dry ingredients to the wet mixture until just combined.
Prepare the Cheesecake Filling:

In a small bowl, beat together the softened cream cheese, sugar, and vanilla extract until smooth.
Transfer the filling to a piping bag for easy application.
Shape the Cookies:

Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.
Roll the dough into 1-inch balls and flatten each into a circle.
Pipe a small amount of cheesecake filling around the edges of each dough circle, then fold the dough over the filling to enclose it and seal the edges.
Use a small cookie cutter to cut out the center, shaping the cookie like a donut.
Coat the Cookies:

In a shallow dish, mix the granulated sugar and ground cinnamon.
Roll each cookie in the mixture until evenly coated.
Bake the Cookies:

Place the cookies on the prepared baking sheet, spacing them 2 inches apart.
Bake for 12–15 minutes, or until lightly golden.
Optional:

Drizzle with caramel sauce before serving for an extra touch of sweetness.