Preheat your oven to 350°F and prepare a baking sheet with parchment paper.
In a mixing bowl, combine the all-purpose flour, cocoa powder, baking soda, and sea salt. Set aside.
In a separate large bowl, beat together the softened butter, granulated sugar, and brown sugar until light and fluffy. Incorporate the egg, vanilla extract, and red food coloring, mixing thoroughly.
Slowly add the dry mixture to the wet ingredients, stirring gently until just combined.
In another bowl, whip together the cream cheese, confectioners' sugar, and vanilla extract until creamy and smooth.
Take a tablespoon of the cookie dough, flatten it, place a teaspoon of cream cheese filling in the center, and wrap the dough around the filling to create a ball.
Arrange the cookie balls on the prepared baking sheet, spaced about 2 inches apart. Bake for 10-12 minutes until edges are firm but centers remain slightly soft.
Let them cool on the baking sheet for about 5 minutes before transferring to a wire rack to cool completely.