Make the Gingerbread Cookie Dough : In a medium bowl, whisk together the flour, baking soda, ground ginger, cinnamon, nutmeg, cloves, and salt. Set aside. In a large mixing bowl, cream together the softened butter, brown sugar, and granulated sugar until light and fluffy. Add the egg, cooking molasses, and vanilla extract to the butter-sugar mixture, and mix until smooth. Gradually add the dry ingredients to the wet mixture, stirring just until combined. The dough will be sticky. Cover the dough with plastic wrap and refrigerate for at least 1 hour to firm up.

Prepare the Cheesecake Filling : In a small bowl, beat together the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy. Cover and refrigerate the filling for at least 30 minutes to make it easier to handle.

Assemble the Cookies : Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper. Scoop about 1 tablespoon of the chilled gingerbread dough and flatten it into a disc in your palm. Spoon about 1/2 teaspoon of the cheesecake filling into the center of the disc. Take another small piece of dough and flatten it into another disc. Place it over the filling and pinch the edges to seal. Roll the sealed dough into a smooth ball. Roll the dough balls in granulated sugar to coat them completely, and place them on the prepared baking sheets, spacing them about 2 inches apart.

Bake : Bake the cookies for 10-12 minutes, or until the edges are set and the tops are slightly cracked. Remove from the oven and let the cookies cool on the baking sheet for 5 minutes before transferring them to a wire rack to cool completely.