In a small bowl, stir together the cream cheese, powdered sugar and salt until smooth and well-combined. Cover with plastic wrap, and chill in the refrigerator until almost firm (about 30 minutes).
Preheat the oven to 350℉. Line a baking sheet with parchment paper or a silpat mat.
MAKE THE RED VELVET COOKIE DOUGH:
In a medium bowl, whisk together the flour, cocoa, baking powder and salt.
In a large bowl, use an electric mixer to beat the butter and sugars until light and fluffy. Add the egg, food coloring and vanilla and beat until incorporated. Mix in the flour mixture just until combined.
ASSEMBLE and BAKE:
Scoop heaping tablespoons of the dough and roll into balls until you have 12 even-sized portions. Flatten each into a 3½-inch circle.
Place about 2 teaspoons of the cheesecake filling in the center of each piece of dough. Bring the edges of the dough around the filling, and pinch together to seal. Gently roll the dough into a ball. Arrange cookies 3-inches apart on the prepared baking sheet.
Bake for 15 to 17 minutes. Let cool before serving.