01 - In a medium bowl, whisk together the all-purpose flour, baking soda, and salt. Set aside.
02 - In a large bowl, beat the room-temperature butter, packed light brown sugar, and granulated sugar together using a hand or stand mixer until light and fluffy, about 2 to 3 minutes.
03 - Add the large egg and beat until fully combined. Then mix in the egg yolk and vanilla extract until the mixture is smooth and homogeneous.
04 - Gradually add the reserved dry flour mixture to the wet ingredients, mixing on low speed until a soft dough just comes together. Do not overmix. Cover the bowl tightly and refrigerate for 30 minutes to firm up the dough.
05 - In a separate bowl, beat the room-temperature cream cheese, granulated sugar, and vanilla extract until completely smooth and lump-free. Chill in the refrigerator until ready to assemble.
06 - Preheat the oven to 350°F. Line two baking sheets with parchment paper and set them aside.
07 - Scoop approximately 1 1/2 tablespoons of chilled cookie dough and flatten it slightly in your palm. Place about 1 teaspoon of the cheesecake filling in the center, then carefully wrap and fold the dough around the filling, rolling it into a smooth ball. Arrange the stuffed dough balls 2 inches apart on the prepared baking sheets.
08 - Bake for 11 to 13 minutes, rotating the sheets halfway through, until the edges are lightly golden and the centers appear just set. Allow the cookies to rest on the baking sheets for 5 minutes before transferring them to a wire rack to cool completely.
09 - 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 melted, smooth, and pourable.
10 - Drizzle the warm caramel sauce generously over each fully cooled cookie. Finish with a light sprinkle of flaky sea salt if desired. Allow the caramel to set at room temperature before serving.