01 - In a medium bowl, whisk together the flour, baking soda, and salt. Set aside.
02 - In a large bowl, beat the butter, brown sugar, and granulated sugar together until light and fluffy. Mix in the egg, then add the egg yolk and vanilla extract, beating until fully incorporated.
03 - Gradually add the dry ingredient mixture to the wet ingredients, mixing until a soft dough forms. Cover the bowl and refrigerate for 30 minutes to firm up the dough.
04 - Beat the cream cheese, granulated sugar, and vanilla extract together in a small bowl until smooth and creamy. Chill in the refrigerator until ready to use.
05 - Preheat the oven to 350°F. Line two baking sheets with parchment paper.
06 - Scoop approximately 1 1/2 tablespoons of cookie dough and flatten slightly in your palm. Place about 1 teaspoon of cheesecake filling in the center, then wrap the dough around the filling and roll into a ball. Arrange the cookies 2 inches apart on the prepared baking sheets.
07 - Bake for 11 to 13 minutes, or until the edges are lightly golden. Allow the cookies to rest on the baking sheets for 5 minutes, then transfer to a wire rack to cool completely.
08 - Combine the unwrapped caramel candies and heavy cream in a microwave-safe bowl. Heat in 20-second intervals, stirring between each burst, until the mixture is smooth and pourable.
09 - Drizzle the warm caramel sauce over each cooled cookie. Sprinkle with flaky sea salt if desired. Allow the caramel to set before serving.