In a mixing bowl, combine the chilled cream cheese, powdered sugar, and vanilla extract. Use a hand mixer on medium speed to beat the mixture until smooth and creamy, about 2-3 minutes. Transfer the filling into a small dish and place it in the freezer for 30 minutes until firm.

In a large mixing bowl, combine the red velvet cake mix, softened butter, and room temperature egg. Mix until a dough forms, ensuring all ingredients are well incorporated. Set aside while the filling chills.

Once the cream cheese filling is solid, scoop about a tablespoon of the chilled mixture and roll it into a ball. Take a generous scoop of the cookie dough and flatten it in your palm. Place the cream cheese ball in the center, then wrap the dough around it.

Arrange the assembled cookies on a baking sheet lined with parchment paper, cover with plastic wrap, and refrigerate for at least 90 minutes.

Preheat your oven to 350°F (175°C). Remove the cookies from the refrigerator and bake for 12–15 minutes or until the edges are set but centers look soft.

Let the cookies cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.