01 - In a medium bowl, whisk together the all-purpose flour, baking soda, and salt until evenly combined. Set aside.
02 - In a large bowl, beat the room-temperature butter, packed light brown sugar, and granulated sugar using a hand or stand mixer until light and fluffy, about 2 to 3 minutes. Add the egg and mix until incorporated, followed by the egg yolk and vanilla extract, blending until smooth.
03 - Gradually add the dry flour mixture into the wet ingredients, mixing on low speed until a soft dough forms. Cover the bowl tightly and refrigerate for 30 minutes to firm up the dough.
04 - In a separate bowl, beat the room-temperature cream cheese, granulated sugar, and vanilla extract until completely smooth and creamy. Chill in the refrigerator until ready to assemble.
05 - Preheat the oven to 350°F. Line two baking sheets with parchment paper and set aside.
06 - Scoop approximately 1 1/2 tablespoons of chilled cookie dough and flatten slightly in your palm. Place about 1 teaspoon of the cheesecake filling in the center, then wrap the dough around the filling and roll into a smooth ball. Arrange the stuffed dough balls 2 inches apart on the prepared baking sheets.
07 - Bake for 11 to 13 minutes, or until the edges are lightly golden and the centers appear just set. Allow the cookies to cool on the baking sheets for 5 minutes before transferring to a wire rack to cool completely.
08 - Place the unwrapped caramel candies and heavy cream in a microwave-safe bowl. Heat in 20-second bursts, stirring thoroughly between each interval, until the caramel is completely melted and smooth.
09 - Drizzle the melted caramel sauce generously over each fully cooled cookie. Sprinkle with flaky sea salt if desired. Allow the caramel to set at room temperature before serving or storing.