Prepare the gingerbread dough by whisking together the dry ingredients in a medium bowl and creaming the butter and sugars in a large bowl until light and fluffy. Add the egg, vanilla, and molasses, then mix in the dry ingredients until just combined.

Make the cheesecake filling by beating the cream cheese until smooth, then adding the powdered sugar and vanilla until well blended.

Assemble the cookies by scooping gingerbread dough, flattening it, adding cheesecake filling, and sealing the dough around the filling. Roll into a ball and place on a baking sheet.

Bake the cookies at 350°F for 10-12 minutes until edges are set and centers are soft. Cool on the baking sheet for 5 minutes before transferring to a wire rack.