I made these Pumpkin Cheesecake Cookies similar to thumbprint cookies, with the cheesecake as a dollop in the center. You could also try enclosing the cheesecake filling with cookie dough (put a little batter on your baking sheet, followed by a spoonful of the cream cheese mixture, followed by a little more cookie dough to cover the cheesecake filling). Now you’ve got a cheesecake stuffed cookie. The filling, however, will be slightly more gooey since it’s not directly exposed to the heat of the oven.