01 - In a medium bowl, whisk together the flour, baking soda, and salt until evenly combined. Set aside.
02 - In a large bowl, beat the room-temperature butter, brown sugar, and granulated sugar using a hand or stand mixer until pale, light, and fluffy.
03 - Add the whole egg and mix until fully incorporated. Then blend in the egg yolk and vanilla extract until the mixture is smooth.
04 - Gradually add the dry ingredient mixture to the wet ingredients, mixing on low speed until a soft dough comes together. Cover the bowl and refrigerate for 30 minutes to firm up.
05 - In a separate bowl, beat the cream cheese, granulated sugar, and vanilla extract until silky smooth. Place in the refrigerator until ready to assemble.
06 - Preheat the oven to 350°F. Line two baking sheets with parchment paper and set aside.
07 - Scoop approximately 1 1/2 tablespoons of chilled dough and flatten it slightly in your palm. Place about 1 teaspoon of cheesecake filling in the center, fold the dough around the filling, and roll into a ball. Arrange on the prepared baking sheets, spacing them 2 inches apart.
08 - Bake for 11 to 13 minutes, until the edges are lightly golden. Allow the cookies to rest on the baking sheets for 5 minutes before transferring to a wire rack to cool completely.
09 - Combine the unwrapped caramel candies and heavy cream in a microwave-safe bowl. Heat in 20-second intervals, stirring between each burst, until the mixture is completely smooth and pourable.
10 - Drizzle the warm caramel sauce over each cooled cookie. Finish with a light sprinkle of flaky sea salt if desired. Allow the caramel to set before serving.