Preheat your oven to 350°F (175°C) and line a cookie sheet with parchment paper to prevent sticking.

In a large mixing bowl, whisk together the all-purpose flour, pumpkin spice, and salt until well combined. In a separate bowl, cream together the cream cheese, unsalted butter, granulated sugar, and brown sugar until light and fluffy—about 2-3 minutes. Add in the egg yolk and vanilla extract, mixing until incorporated. Gradually fold in the dry ingredients until just combined.

In another bowl, whisk together the whole milk and pumpkin puree until smooth and creamy.

Roll the cookie dough into 2-tablespoon-sized balls and roll them in coarse sugar for added texture. Place each ball on the prepared baking sheet, leaving enough space between them. Using your thumb, make a well in the center of each dough ball, and carefully spoon the smooth pumpkin filling into each well.

Bake the cookies in the preheated oven for 14-17 minutes, or until the edges are lightly golden and the centers are set. Allow them to cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.

For an extra touch of indulgence, consider piping or dolloping whipped cream on top before serving.