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.
03 - In a large bowl, cream butter and sugar until light and fluffy, about 2 minutes.
04 - Add egg yolk, milk, vanilla, and red food coloring. Beat until fully incorporated.
05 - Gradually mix in dry ingredients until just combined.
06 - In a small bowl, whisk cream cheese, powdered sugar, and vanilla until smooth. Set aside.
07 - Roll dough into 1-inch balls. Place on baking sheets 2 inches apart.
08 - Gently press thumb or teaspoon into center of each ball to form a deep well.
09 - Fill each indentation with 1/2 teaspoon cream cheese mixture.
10 - Bake for 11-13 minutes until edges are set.
11 - Cool on baking sheet for 5 minutes. Transfer to wire rack to cool completely.