Preheat oven to 300 degrees. Line two baking with parchment paper.
COOKIES: In a medium bowl, whisk together flour and cocoa powder; set aside.
In a large bowl, using an electric hand mixer, beat together the butter, brown sugar, egg yolk, vanilla and food coloring until light and fluffy. Add the flour mixture, beat until a soft dough forms.
Scoop out dough by heaping tablespoons and roll them in the sugar. Place on prepared baking sheets (about 2 inches apart). Use the back of a round teaspoon to make a small indentation in the cookie dough.
Bake for 10 minutes. Meanwhile, make the cream cheese filling.
CREAM CHEESE FILLING: Using an electric hand mixer, beat together the cream cheese, egg yolk, sugar, salt, and vanilla until smooth and creamy.
After the first 10 minutes of baking, use the back of a round teaspoon to deepen the indentation in the cookies. Spoon a teaspoon of the filling into each indentation. Bake for an additional 10-12 minutes, until filling is set. Allow cookies to cool completely.
CHOCOLATE DRIZZLE: In a microwave-safe bowl, melt chocolate and coconut oil on high for 1 minute, stir to combine. Microwave in 20 second increments until chocolate is completely melted. Drizzle cookies with melted chocolate. Allow chocolate to set. Store cookies in an airtight container and chilled. Yields 2 dozen cookies