In a small bowl, beat the cream cheese, powdered sugar, and vanilla extract until smooth. Scoop small dollops (about 1 tsp) onto parchment paper and freeze for 30 minutes.
In a large mixing bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy.
Beat in the eggs one at a time, then add the vanilla extract.
Add flour, baking soda, and salt. Mix until just combined to form a thick dough.
Scoop about 2 tablespoons of cookie dough, flatten slightly, and place a frozen cheesecake dollop and a small spoonful of raspberry jam in the center.
Cover with a second smaller piece of dough and press the edges to seal.
Chill assembled cookies in the fridge for 30 minutes (or freezer for 15).
Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.
Bake cookies for 12–14 minutes or until edges are golden and centers are just set.
Cool on the baking sheet for 10 minutes before transferring to a wire rack.