Prepare the cheesecake filling by beating softened cream cheese in a mixing bowl until smooth and creamy. Freeze this filling for about 30 minutes.

In a saucepan, combine diced apples, 0.25 cup brown sugar, and nutmeg. Cook until soft, about 10 minutes, cool completely before using.

Whisk together all-purpose flour, baking soda, salt, and ground cinnamon in a separate bowl.

Cream unsalted butter with brown sugar and granulated sugar until fluffy. Add eggs and vanilla, mixing well.

Gradually add the dry ingredients to the wet mixture, mixing gently until a soft dough forms.

Flatten a spoonful of dough, place a dollop of cheesecake filling and a spoonful of apple filling in the center, and seal the edges.

Preheat oven to 350°F (175°C) and bake the filled cookies for 12-14 minutes until golden brown.