Preheat the oven:
Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper.
Prepare the cookie dough:
In a medium bowl, whisk together the flour, cocoa powder, baking soda, and salt.
In a separate large bowl, beat the softened butter and granulated sugar together until smooth and creamy.
Add the egg, vanilla extract, and milk to the butter mixture, and mix until fully combined.
Gradually add the dry ingredients to the wet ingredients and mix until just combined. Stir in the chocolate chips.
Prepare the cheesecake filling:
In a medium bowl, beat the softened cream cheese, powdered sugar, and vanilla extract together until smooth and creamy.
Assemble the cookies:
Scoop out about 1 tablespoon of cookie dough and roll it into a ball. Then, flatten it slightly on the prepared baking sheet.
Using a small spoon or your finger, create a small indentation in the center of each cookie.
Fill the indentation with a small spoonful of the cheesecake filling.
Bake the cookies:
Bake the cookies for 10-12 minutes, or until the edges are set but the center is still soft. The cheesecake filling will puff up slightly.
Cool and serve:
Let the cookies cool on the baking sheet for a few minutes, then transfer them to a wire rack to cool completely.
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