New York Cheesecake Cookies

We are spending New Year's Eve with family and friends and I planned on checking out the new Whole Foods and picking up something there for the party. But since I never made it over there, I got up this morning and watched it snow, and baked these cookies. 

This was before they went into the oven...

And VOILA! (I think I should've made the dents for the filling a bit deeper.)