In a mixing bowl, beat together the cream cheese, powdered sugar, and vanilla extract using an electric mixer on medium speed until smooth and creamy, about 2-3 minutes. Cover and refrigerate for 20-30 minutes.

In a large mixing bowl, cream the softened unsalted butter with granulated sugar and light brown sugar until light and fluffy, approximately 3-5 minutes. Beat in the egg, followed by the vanilla extract and red gel food coloring, mixing until well combined.

In a separate bowl, whisk together flour, cocoa powder, baking soda, and salt. Gradually add the dry mixture into the wet ingredients, alternating with buttermilk, mixing on low speed until just combined.

Gently fold in white vinegar to the cookie dough.

Scoop a tablespoon of the cookie dough, flatten it, and place a teaspoon of the cheesecake filling in the center. Seal the dough and roll it into a ball.

Refrigerate the cookie dough balls on a parchment-lined baking sheet for at least 30 minutes.

Preheat your oven to 350°F (175°C). Bake the chilled cookie dough balls for 11-13 minutes, until the edges are set.

Allow the cookies to cool on the baking sheet for about 5 minutes before transferring to a wire rack to cool completely.