Make the apple filling: In a skillet over medium heat, melt butter. Stir in diced apples, brown sugar, granulated sugar, cinnamon, nutmeg, lemon juice, and salt. Cook 4–6 minutes until the apples soften and release juices. Stir in the cornstarch slurry and cook 1–2 minutes until thickened and glossy. Transfer to a plate and cool completely.

Mix the cheesecake filling: In a bowl, beat cream cheese, powdered sugar, vanilla, and a pinch of salt until smooth and fluffy. Refrigerate to firm up slightly while you make the dough.

Prep the cookie dough: In a mixing bowl, beat butter and sugar until light and creamy, about 2 minutes. Add the egg and vanilla; beat until combined.

Whisk dry ingredients: In a separate bowl, whisk flour, baking powder, baking soda, salt, and cinnamon. Add to the wet ingredients and mix on low just until combined. Do not overmix.

Chill the dough: Cover and refrigerate 20–30 minutes to make shaping easier. Meanwhile, line two baking sheets with parchment and preheat oven to 350°F (175°C).

Shape the cookies: Scoop dough into 1 1/2-tablespoon balls (about a heaping medium cookie scoop). Place on the baking sheets, spacing 2 inches apart. Use your thumb or the back of a teaspoon to make a shallow well in the center of each ball.

Fill: Spoon about 1 teaspoon cheesecake filling into each well, then top with 1 to 1 1/2 teaspoons cooled apple filling. If using, sprinkle edges with turbinado or cinnamon sugar for a little crunch.

Bake: Bake 10–12 minutes, until the edges are set and just beginning to turn golden. The centers should look slightly soft—that’s good.

Cool: Let cookies cool on the sheet 5 minutes, then transfer to a rack to cool completely. The fillings will set as they cool.

Optional finish: Once cool, drizzle lightly with caramel sauce. Serve at room temperature or slightly chilled.