Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.

In a mixing bowl, cream together softened butter, granulated sugar, and brown sugar for 2-3 minutes until light and fluffy.

Add the eggs one at a time, mixing well after each addition, then stir in vanilla extract.

In a separate bowl, whisk together flour, baking soda, salt, and cinnamon, then gradually combine with the wet ingredients.

In another bowl, beat together cream cheese, powdered sugar, and milk until smooth to make the filling.

Scoop about a tablespoon of dough, flatten it, place a dollop of filling, and form a ball around it.

Bake for 10-12 minutes until edges are golden but centers remain soft.

Cool on the baking sheet for a few minutes before transferring to a wire rack.