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 granulated sugar in a large bowl until light and fluffy, approximately 2 minutes.
04 - Add egg yolk, milk, vanilla extract, and red food coloring to the butter mixture. Beat until fully incorporated.
05 - Gradually mix in the dry ingredients until just combined, being careful not to overmix.
06 - Whisk together cream cheese, powdered sugar, and vanilla extract in a small bowl until smooth. Set aside.
07 - Roll dough into 1-inch balls, approximately 24 cookies total. Place on prepared baking sheets 2 inches apart.
08 - Press your thumb or the back of a teaspoon into the center of each dough ball to create a deep well.
09 - Fill each indentation with approximately 1/2 teaspoon of the cream cheese filling.
10 - Bake for 11 to 13 minutes until edges are set but centers remain slightly soft.
11 - Let cookies rest on baking sheets for 5 minutes, then transfer to wire rack to cool completely.