In a mixing bowl, beat cream cheese, granulated sugar, and vanilla extract until fluffy, about 3-4 minutes. Drop dollops onto a parchment-lined baking sheet and freeze for at least 30 minutes.

In a separate bowl, whisk together flour, black cocoa powder, baking powder, and salt. Set aside.

Cream together butter and sugar until light and fluffy, about 4-5 minutes. Add egg yolks and vanilla extract, mixing until well combined.

Gradually incorporate dry mixture into wet ingredients until dough comes together, being careful not to overmix.

Take about 2 tablespoons of cookie dough, flatten it, place a cheesecake dollop in the center, wrap the dough around it, and roll into a ball. Roll in cocoa-sugar mixture.

Preheat oven to 350°F (175°C). Arrange cookie balls on a lined baking sheet, spacing 2 inches apart. Bake for 10-11 minutes, until edges are set.

Allow cookies to cool on the sheet for 10 minutes before transferring to a wire rack to cool completely.