Beat cold cream cheese, sugar, and vanilla until fluffy. Scoop into 16 small portions on a lined baking sheet. Freeze until completely solid, at least 30 to 45 minutes.
Dry the pumpkin: spread on a plate, press with paper towels, repeat at least 5 times until reduced from 1/2 cup to just under 1/4 cup. Set aside.
Whisk sugar and pumpkin pie spice together for the coating. Set aside.
Whisk flour, pumpkin pie spice, baking powder, baking soda, and salt in a bowl.
Beat butter and brown sugar on high until fluffy, 2 minutes. Add egg yolks and vanilla, beat 1 minute until pale. Add dried pumpkin, beat to combine. Add dry ingredients, mix on low until just combined.
Cover and refrigerate dough at least 30 minutes.
Preheat oven to 350 degrees Fahrenheit. Line two baking sheets with parchment.
Scoop dough into 16 portions. Flatten each into a disc. Place a frozen cheesecake ball in the center. Wrap dough around it completely. Roll in pumpkin spice sugar.
Bake 6 cookies at a time for 12 to 13 minutes. Cookies will look slightly underdone — that is correct.
Cool on the baking sheet 10 minutes. Transfer to a wire rack and cool completely before eating.