Preparing the Cheesecake Filling

1. In a medium bowl, beat the cream cheese and sugar until smooth and fluffy, about 2 minutes.
2. Add the egg yolk and vanilla extract, then mix until well incorporated.
3. Stir in the tablespoon of flour until completely combined.
4. Refrigerate the filling for at least 30 minutes or up to overnight to firm up.

Making the Cookie Dough

1. Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper.
2. In a medium bowl, whisk together the flour, baking powder, baking soda, salt, and cinnamon.
3. In a large bowl, cream the softened butter with both sugars until light and fluffy, about 2-3 minutes.
4. Beat in the eggs one at a time, then add the vanilla extract and almond extract (if using).
5. Gradually add the dry ingredients to the wet ingredients, mixing just until combined. Be careful not to overmix.
6. Chill the dough for 15-20 minutes to make it easier to handle.

Assembling the Cookies

1. Scoop about 2 tablespoons of cookie dough and flatten it into a disc in your palm.
2. Place a teaspoon of the chilled cheesecake filling in the center.
3. Fold the edges of the cookie dough over the filling and roll it into a ball, ensuring the filling is completely enclosed.
4. Place the filled cookie dough balls on the prepared baking sheets, spacing them about 2 inches apart.

Baking to Perfection

1. Bake for 11-13 minutes, or until the edges are set but the centers still look slightly soft.
2. The cookies should be lightly golden around the edges but still soft in the center.
3. Allow the cookies to cool on the baking sheet for 5 minutes before transferring to the churro coating.

Adding the Churro Coating

1. While the cookies are still warm (but not hot), combine the sugar and cinnamon in a shallow bowl.
2. Lightly brush each cookie with melted butter.
3. Roll the buttered cookies in the cinnamon-sugar mixture until fully coated.
4. Place on a wire rack to cool completely.