Step 1: Make the Cheesecake Filling

1. In a medium bowl, beat the softened cream cheese until smooth.
2. Add powdered sugar and vanilla extract, mixing until fully incorporated.
3. Slowly beat in the heavy cream until the mixture is light and creamy.
4. Spoon small dollops (about 1 teaspoon) onto a parchment-lined tray and freeze for 30-60 minutes.

Step 2: Make the Cookie Dough

1. In a medium bowl, whisk together flour, baking soda, cinnamon, nutmeg, and salt.
2. In a large bowl, beat the butter, granulated sugar, and brown sugar until light and fluffy.
3. Add the egg, vanilla extract, and mashed sweet potato, mixing until well combined.
4. Gradually add the dry ingredients to the wet, stirring until a soft dough forms.
5. Chill the dough in the refrigerator for 30 minutes for easier handling.

Step 3: Assemble the Cookies

1. Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper.
2. Scoop about 1 tablespoon of cookie dough and flatten it in your palm.
3. Place a frozen cheesecake dollop in the center and cover with another tablespoon of dough.
4. Pinch the edges to seal and roll into a ball. Place on the baking sheet.
5. Repeat with remaining dough and filling, spacing cookies about 2 inches apart.

Step 4: Bake and Cool

1. Bake for 12-14 minutes, or until edges are set and tops are slightly golden.
2. Let cool on the baking sheet for 5 minutes before transferring to a wire rack.
3. Cool completely before serving to allow the filling to set.