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Line a baking sheet with parchment.
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To prepare the cream cheese filling: In a large bowl or the bowl of a stand mixer fitted with the flat beater, combine the filling ingredients, gradually increasing the speed to medium-high, and mix until smooth, about 2 minutes. Scrape the bowl as needed to ensure all the ingredients are well incorporated.
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Use a rounded tablespoon cookie scoop to portion 16 mounds (about 17g each) of filling onto the prepared baking sheet. Freeze the scooped mounds, uncovered, for a minimum of 2 hours or up to a week in advance. (If you need to free up the baking sheet for longer storage, the frozen mounds can be transferred to a zip-top bag after 2 hours.)
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To make the dough: While the filling freezes, sift together the flour, cocoa powder, baking powder, and salt in a medium bowl. Set aside.
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In a large bowl or the bowl of a stand mixer fitted with the flat beater, beat together the granulated sugar and butter until fluffy, about 1 minute on medium speed.
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Add the eggs one at a time, beating to incorporate and scraping the bowl between additions. Add the vanilla and food color, beating to incorporate. Scrape the bowl.
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Add the dry ingredients and beat on low speed until no dry ingredients remain, scraping the bowl as needed, less than 1 minute.
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Refrigerate the dough, covered, for at least 30 minutes or up to 1 day ahead.
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To assemble and bake the red velvet cookies: Preheat the oven to 350°F with a rack in the center. Line 2 baking sheets with parchment.
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Add the remaining granulated sugar and confectioners’ sugar to 2 separate bowls.
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Use a rounded jumbo cookie scoop to portion 16 mounds (about 47g each) of cookie dough onto 1 of the baking sheets. Remove the frozen filling mounds from the freezer.
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Working quickly, pick up one cookie dough portion and use your thumb to press a well in the center. Place a frozen mound of filling into the well and pinch the dough together around the filling to fully enclose. Roll the dough between your hands to form a ball. Repeat with 7 more portions of dough and filling. (If, at any point, the dough or filling becomes too soft to work with, refrigerate the dough and freeze the filling for 20 minutes before resuming.)
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Working with 1 or 2 cookies at a time, coat the filled dough balls in the granulated sugar followed by the confectioners’ sugar to coat. Transfer to the prepared baking sheet.
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Bake the red velvet cookies for 16 to 18 minutes, or until they are cracked all over and dry around the edges. The tops will still be shiny and moist but should not stick to your finger if touched lightly. Allow the cookies to cool on the baking sheet until set, then transfer to a wire rack to cool completely.
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While the first batch bakes, fill and coat the remaining cookies.
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Bake the second batch of cookies once the first batch is done baking. Serve the cookies at room temperature.
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Storage information: Store leftover red velvet cookies in an airtight container at room temperature for up to 2 days.