In a small mixing bowl, combine softened cream cheese and caramel sauce. Stir until smooth and creamy, then place in the freezer for 20-30 minutes.

In a large mixing bowl, beat together the unsalted butter and sugar until light and fluffy, about 3-5 minutes. Add egg and vanilla extract, mixing until well combined.

In a separate bowl, whisk together the all-purpose flour, baking soda, and salt. Gradually add to wet ingredients and stir gently until combined.

Divide the cookie dough into 14 equal portions. Flatten a dough ball, place filling in the center, and top with another dough ball, sealing edges.

Preheat oven to 350°F (175°C) and line a baking sheet. Arrange cookie balls, leaving space between each. Bake for 11-13 minutes until edges are golden.

Let cookies cool on the baking sheet for about 5 minutes before transferring to a wire rack to cool completely.