01 - Preheat oven to 350°F. Line two baking sheets with parchment paper.
02 - In a medium bowl, whisk together flour, cocoa powder, baking soda, and salt until well combined.
03 - In a large bowl, beat softened butter and granulated sugar with electric mixer until light and fluffy, approximately 2 minutes.
04 - Add egg yolk, milk, vanilla extract, and red food coloring to butter mixture. Beat until fully incorporated.
05 - Gradually mix dry ingredients into wet mixture, beating just until dough forms and no flour streaks remain.
06 - In a small bowl, whisk cream cheese, powdered sugar, and vanilla extract until completely smooth. Set aside until ready to use.
07 - Roll dough into 1-inch balls, approximately 24 total. Place on prepared baking sheets, spacing 2 inches apart.
08 - Gently press your thumb or the back of a teaspoon into the center of each dough ball to create a deep well.
09 - Spoon about 1/2 teaspoon of cream cheese filling into each indentation, being careful not to overfill.
10 - Bake for 11 to 13 minutes, or until edges are set and centers appear slightly firm.
11 - Let cookies rest on baking sheets for 5 minutes, then transfer to wire rack to cool completely before serving.