01 - Preheat oven to 350°F. Line two baking sheets with parchment paper.
02 - Whisk together flour, cocoa powder, baking soda, and salt in a medium bowl.
03 - Beat butter and sugar in a large bowl until light and fluffy, approximately 2 minutes.
04 - Add egg yolk, milk, vanilla extract, and red food coloring. Beat until fully incorporated.
05 - Gradually mix in dry ingredients until just combined, being careful not to overmix.
06 - Whisk cream cheese, powdered sugar, and vanilla extract in a small bowl until smooth. Set aside.
07 - Roll dough into 1-inch balls, yielding approximately 24 pieces. Place on prepared baking sheets 2 inches apart.
08 - Press thumb or back of teaspoon into center of each ball to create a well for filling.
09 - Spoon about 1/2 teaspoon of cream cheese filling into each indentation.
10 - Bake for 11 to 13 minutes until edges are set but centers remain slightly soft.
11 - Let cookies rest on baking sheet for 5 minutes, then transfer to wire rack to cool completely.