Preheat the oven to 350°F (175°C). Line a baking sheet with parchment paper.

In a small bowl, whisk together the churro coating sugar and cinnamon. Set aside.

In a medium bowl, beat the cream cheese until smooth using an electric mixer or a sturdy whisk.

Add powdered sugar, vanilla, and sour cream (if using). Mix until silky and lump-free.

Transfer the filling to a small piping bag or a zip-top bag with the corner snipped, or chill in the fridge while preparing the dough.

In a large bowl, cream the softened butter with granulated and brown sugars until light and fluffy (about 2–3 minutes).

Add eggs one at a time, mixing well after each, then stir in vanilla.

In a separate bowl, whisk together flour, baking powder, baking soda, cinnamon, and salt.

Gradually add the dry mix to the wet mix, combining until you have a soft, slightly sticky dough. Refrigerate if too soft.

Scoop rounded tablespoons of dough and roll into balls. Place them 2 inches apart on the prepared baking sheet.

Press a shallow well into the top of each ball using the back of a teaspoon.

Bake for 11–13 minutes, until the edges are set but centers still look slightly soft.

Brush the tops lightly with melted butter right out of the oven.

Roll each cookie in the cinnamon-sugar mixture.

Pipe a heaping 1/2 teaspoon of cheesecake filling into each indentation.

Chill for about 15–20 minutes if you want firmer centers. Serve warm or at room temperature.