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 mix in dry ingredients on low speed until just combined. Avoid overmixing.
06 - In a small bowl, whisk together softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Set aside.
07 - Roll dough into 1-inch balls, approximately 24 cookies total. Place on prepared baking sheets, spacing 2 inches apart.
08 - Using your thumb or the back of a teaspoon, gently press an indentation into the center of each dough ball, being careful not to press through to the bottom.
09 - Spoon approximately 1/2 teaspoon of cream cheese filling into each indentation. Do not overfill.
10 - Bake for 11 to 13 minutes or until edges are set and centers are slightly firm. Rotate pans halfway through for even baking.
11 - Let cookies rest on baking sheet for 5 minutes before transferring to wire rack. Cool completely before serving or storing.