In a mixing bowl, combine the cold cream cheese, sugar, and vanilla extract. Blend until smooth and creamy, about 2-3 minutes. Scoop filling onto parchment paper, forming discs. Freeze for at least 30 minutes.

In a saucepan, add diced fresh strawberries and sugar over medium heat. Cook for about 45 minutes, mashing the strawberries halfway through. The mixture should thicken and become jam-like.

In a separate bowl, whisk together flour, baking powder, baking soda, and salt. Cream softened butter and remaining sugar until light and fluffy, about 3-4 minutes. Incorporate egg and vanilla into the butter mixture.

Gently add the dry ingredient mixture to the wet butter mixture. Stir with a spatula until just combined. The dough should remain tender.

Portion small amounts of cookie dough, flatten in hand, place a cheesecake disc in the center, and add a spoonful of jam. Fold dough around filling to encase it.

Roll each filled dough ball between palms to form discs. Roll in granulated sugar before baking.

Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper. Space discs about 2 inches apart and bake for 11-12 minutes until edges are golden.

After baking, let cool on the baking sheet for 5 minutes then transfer to a wire rack. Sprinkle with powdered sugar before serving.