Preheat oven to 300°F. Line cookie sheet with parchment paper or your silicone baking mat. Set aside.
In a large mixing bowl, mix butter, brown sugar, egg yolk, and vanilla at medium speed until light and fluffy. One ingredient at a time, slowly beat in flour, red food coloring, cocoa powder until fully combined and dough forms.
Pour your sanding sugar into a small bowl.
Scoop out dough one large tablespoon at a time. Roll in your hands until a ball forms and roll in your sanding sugar until fully covered. Place on your covered cookie sheet about 2 inches apart.
Use the back of a rounded teaspoon to make small indents in the center of each cookie.
Bake for 10 minutes.
While cookies are baking, beat together cream cheese, egg yolk, sugar, salt, and vanilla until smooth.
After your 10 minutes of baking, use your rounded teaspoon to deepen your indentation in each cookie. Spoon roughly 1 teaspoon of your cream cheese filling into each cookie indent.
Bake for an additional 12 minutes until your filling has set. Allow to cool completely and enjoy!
Keep chilled in an airtight container.
