In a stand mixer, add the cream cheese, sugar, and vanilla and beat until light and fluffy (about 4 minutes)
On a parchment paper lined baking sheet, scoop out 1 1/2 tsp sized balls of the cream cheese filling. Place in the freezer for 10 minutes while you make the cookie dough.
Preheat the oven to 350 degrees.
In a large bowl, add the softened butter, white sugar, and brown sugar and mix until light and fluffy, about 5 minutes. Scrape down the sides and bottom of the bowl.
Add in the apple cider, egg yolks, and vanilla, and mix on low until just combined.
Add in all dry ingredients and mix on low until just combined.
Scoop out 2 tbsp sized cookie dough balls placing 1 cream cheese ball inside the middle of the cookie dough ball. Add a little more cookie dough on top of the cream cheese, pressing closed. The cream cheese needs to be fully enclosed in dough.
In a small shallow bowl, mix together the cinnamon sugar ingredients.
Roll each cookie dough ball in the cinnamon sugar mixture.
Bake on a non stick cookie tray for 10-12 minutes.