In a medium bowl, whisk together the flour, baking powder, salt, and cinnamon. Set aside.
In a large bowl, beat together the softened butter, granulated sugar, and brown sugar until very fluffy (about 5 minutes). Mix in the pumpkin puree, egg, and vanilla extract and beat for another 2 minutes.
Slowly add the dry ingredients to the wet, mixing on low in between each addition until all of the dry ingredients are just combined. Cover the dough and chill for at least one hour.
Make the filling by blending the cream cheese, powdered sugar, and vanilla until very creamy. Chill in the refrigerator for at least one hour.
Preheat the oven to 350F and line a baking sheet with parchment paper.
In a small bowl, make the coating by combining the sugar and cinnamon.
To form the cookies, scoop out 1 tablespoon of dough and flatten into a disc. Place 1 teaspoon of cream cheese filling in the center and lay another flattened dough disc on top. Seal the edges together and gently roll into a ball. Roll the top of the dough in the cinnamon-sugar coating and place on the baking tray.
Make sure the cookies are spaced evenly apart. Slightly press the tops of the dough balls with the bottom of a cup.
Bake for 12-18 minutes, until they are slightly firm and have started to form cracks. Cool on the tray for at least 5 minutes before transferring to a cooling rack.