Make the cookie dough: In a large bowl, cream together butter and sugar until light and fluffy. Add egg, pumpkin puree, and vanilla extract, mixing until smooth. In a separate bowl, whisk together flour, baking powder, salt, and pumpkin pie spice. Gradually mix dry ingredients into wet until combined.
Prepare cheesecake filling: In a small bowl, beat cream cheese, sugar, and vanilla extract until smooth and creamy. Set aside.
Shape cookies: Scoop tablespoon-sized portions of dough and roll into balls. Mix rolling sugar and pumpkin spice together in a shallow dish, then roll each dough ball in the mixture until coated.
Add thumbprints: Place dough balls on a parchment-lined baking sheet. Use your thumb or the back of a spoon to make an indent in the center of each cookie.
Fill with cheesecake mixture: Spoon a small amount of cheesecake filling into each indent, being careful not to overfill.
Bake: Bake at 350°F (175°C) for 10–12 minutes, until cookies are set but still soft. Cool on the baking sheet for 5 minutes before transferring to a wire rack.
Serve: Sprinkle lightly with additional pumpkin pie spice sugar if desired and enjoy!