In a medium bowl, mix together all of the cinnamon filling ingredients together until combined. Line a baking sheet with parchment paper or foil and spread the filling out in a rectangle in a 1/4 inch even layer to cover about 1/3 of the baking sheet. Place in the freezer.
In the meantime, preheat oven to 350 degrees F and line baking sheets with parchment paper. in a large mixing bowl with an electric mixer or in the bowl of a stand mixer, beat together the butter and sugars until light and fluffy. About 3-4 minutes.
Add in the vanilla extract, the whole egg, and egg yolk. Mix until combined. Be sure to scrape the sides of the bowl.
In a medium bowl, whisk together the flour, baking soda, baking powder, and cinnamon.
Add the dry ingredients to the wet ingredients and beat together until cookie dough forms.
Remove the cinnamon filling mixture from the freezer and lift the parchment paper from the baking sheet. Place on a cutting board and cut into 1/2 inch square pieces (they don't have to be perfect).
Add the cinnamon roll filling pieces to the cookie dough and fold in just until evenly distributed.
Use a small cookie scoop, equivalent to 1 1/2 - 2 tablespoons of cookie dough to form dough balls. Place on the prepared baking sheet and bake for 9-11 minutes or just until the edges are a light golden brown. Remove from the oven and let cool for a few minute on the baking sheet, then transfer to a cooling rack.
While the cookies cool, mix together the softened cream cheese, powdered sugar, and milk until icing has formed. The icing should be thick but easy enough to drizzle on the cookies. Thin with more milk if needed.
Drizzle the tops of the cookies with cream cheese frosting with a fork or place in a plastic bag and cut a piece of the corner. Let the icing set and enjoy!