01 - Preheat oven to 350°F. Line two baking sheets with parchment paper.
02 - In a medium bowl, whisk together flour, cocoa powder, baking soda, and salt until well blended.
03 - In a large bowl, beat softened butter and granulated sugar with electric mixer until light and fluffy, approximately 2 minutes.
04 - Add egg yolk, milk, vanilla extract, and red food coloring to butter mixture. Beat until fully incorporated.
05 - Gradually add dry ingredients to wet mixture, mixing on low speed until just combined. Avoid overmixing.
06 - In a small bowl, whisk softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Set aside.
07 - Roll dough into 1-inch balls, yielding approximately 24 cookies. Place on prepared baking sheets, spacing 2 inches apart.
08 - Using your thumb or the back of a teaspoon, gently press a deep indentation into the center of each dough ball.
09 - Fill each indentation with approximately 1/2 teaspoon of cream cheese filling, being careful not to overfill.
10 - Bake for 11-13 minutes until edges are set and centers are slightly puffed. Rotate pans halfway through baking for even results.
11 - Let cookies cool on baking sheets for 5 minutes to set, then transfer to wire rack to cool completely.