Combine cream cheese, powdered sugar, orange zest, and vanilla extract in a mixing bowl. Blend until smooth and creamy, about 2-3 minutes. Refrigerate the filling.

Preheat your oven to 375°F (190°C). Roast the grated carrots for about 20 minutes until tender and caramelized. Cool before adding to dough.

Melt butter in a mixing bowl until golden brown. Let cool slightly, then add sugars and salt. Mix well. Stir in egg, cinnamon, ginger, and nutmeg.

Sift in flour and baking soda. Fold in roasted carrots, pecans, and coconut, being careful not to over-mix.

Scoop dough (about 3 ounces for stuffed cookies), flatten, and add cream cheese filling. Fold dough over to encase it. For mini cookies, use a tablespoon of dough.

Cover dough and refrigerate for at least 1 hour, preferably overnight.

Preheat oven to 325°F (163°C). Bake stuffed cookies for 14-16 minutes or until golden brown around the edges. Mini cookies will need 8-9 minutes.

Transfer cookies to a wire rack to cool for 30 minutes.