Beat cream cheese, powdered sugar, vanilla, and salt until smooth. Scoop 12 portions of about 2 teaspoons each onto parchment and freeze for at least 30 minutes until firm.
Melt butter in a light-colored saucepan over medium heat. Cook, swirling often, until the milk solids turn golden brown and smell nutty. Pour into a bowl and cool for 15 minutes.
Press pumpkin puree between paper towels, replacing wet towels as needed, until thick like soft dough. Measure 1/3 cup after blotting.
Whisk brown sugar and granulated sugar into the cooled butter. Add pumpkin, egg yolk, and vanilla. In a second bowl whisk flour, spices, baking soda, baking powder, and salt. Fold dry ingredients into wet just until combined.
Cover the dough and refrigerate for 30 to 45 minutes until firm enough to roll. Heat the oven to 350°F (175°C) and line baking sheets with parchment.
Divide dough into 12 portions. Flatten each into a 3-inch disc, place a frozen cheesecake center in the middle, wrap the dough around it, and pinch every seam closed. Roll into a tall ball.
Mix the coating sugar and cinnamon. Roll each dough ball in the mixture and place 3 inches apart. Bake for 12 to 14 minutes until the edges are set but the centers remain soft.
Rest cookies on the baking sheet for 10 minutes, then move to a cooling rack. Cool completely before serving or refrigerating.