Preheat your oven to 350°F and line a cookie sheet with parchment paper.
In a medium bowl, whisk together the flour, pumpkin spice, and salt until combined.
In a large mixing bowl, beat together the room temperature butter, cream cheese, granulated sugar, and brown sugar until light and fluffy.
Add in the egg yolk and vanilla extract, mixing until smooth.
Gradually mix in your dry ingredients until just combined.
In another bowl, whisk together the egg, brown sugar, pinch of salt, pumpkin spice, whole milk, pumpkin puree, and vanilla extract until smooth.
Scoop out generous portions of cookie dough and roll in coarse sugar before placing them on your prepared cookie sheet.
Make an indentation in each cookie dough ball and spoon some of the pumpkin filling into each indentation.
Place the cookie sheet in your preheated oven and bake for about 15 minutes or until lightly golden around the edges.