Make the filling. In a bowl, beat the cream cheese with sugar and vanilla extract. Take 2 teaspoons of the mixture and drop it into a mound on a parchment-paper-lined baking sheet.Place the baking sheet in the freezer while you prepare the cookie dough.
Prepare for baking. Preheat the oven to 350°F. Line 2 large cookie sheets with parchment paper.
Stir together the dry ingredients. Whisk the flour with cinnamon, baking powder, baking soda, and nutmeg.
Combine the wet ingredients. In a separate bowl, cream the butter with sugar using a handheld mixer. Gradually add the egg yolks, one at a time, beating well after each addition. Add the vanilla and sweet potato puree. Stir well.
Mix the cookie dough. Fold the dry ingredients; fold the flour mixture into the butter mixture and stir until just combined.
Shape the cookies. Scoop the dough into 16 portions. Roll the portions into balls, then flatten each ball. Place the cream cheese in the center of the dough. Then close the cheese ball with the dough and roll the dough into a ball again. Make sure the cookie dough completely covers the cream cheese ball.
Bake. Place the cookie balls onto the baking sheet, leaving 2 inches of space between. Bake the cookies for 12-14 minutes.
Cool. Let the cookies cool on the cookie sheet for 10 minutes, then transfer them onto a wire rack to cool completely.
Notes
Drain the puree. For the best results, make sure there is no excess liquid in your sweet potato puree. To remove excess liquid, spread the sweet potato puree on a plate. Lightly top it with paper towels so they can absorb the liquid. Repeat a few times if needed.
Leave out the filling. If you'd like to omit the cream cheese filling, you can.
Filling options. Instead of cream cheese, you can also use miniature marshmallows.
For extra flavor, roll the cookie dough through the mixture of sugar and cinnamon just before baking.