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 combined.
03 - In a large bowl, beat softened butter and granulated sugar with an electric mixer 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 on low speed until just combined. Do not overmix.
06 - In a small bowl, whisk 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 a deep indentation into the center of each dough ball.
09 - Fill each indentation with about 1/2 teaspoon of the prepared cream cheese filling.
10 - Bake for 11 to 13 minutes, or until edges are set and centers are slightly firm.
11 - Let cookies cool on baking sheet for 5 minutes, then transfer to a wire rack to cool completely before serving.