Combine cream cheese, powdered sugar, and 1/2 tsp vanilla in a bowl; whisk until smooth.
Deposit 12 uniform dollops of the cream cheese mixture onto a parchment-lined tray and freeze for 20 minutes until firm.
Preheat a convection oven to 350°F (175°C).
Cream the butter, 1/2 cup granulated sugar, and brown sugar until the mixture reaches a light, aerated texture.
Incorporate the egg and 1 tsp vanilla extract, mixing until fully emulsified.
Sift together flour, 1 tsp cinnamon, baking soda, and salt; gradually integrate into the wet ingredients at low speed.
Divide dough into 12 equal portions; flatten each portion and encapsulate one frozen cream cheese dollop.
Shape the stuffed dough into a sphere, then use a 1-inch circular cutter to remove the center, creating a donut-shaped ring.
Whisk the coating sugar and 1 tbsp cinnamon together in a small vessel.
Dredge each donut cookie in the cinnamon-sugar mixture until the surface is completely covered.
Place cookies on a lined baking sheet and bake for 12 to 15 minutes or until the structure is set and the base is golden.
Allow the cookies to rest on the baking sheet for 10 minutes to stabilize the cheesecake core before transferring to a cooling rack.