If you are looking for a "wowza" reaction at your next gathering, look no further than these giant cheesecake-filled (yes, you heard right!) double-chocolate cookies, inspired by the famous New York City bakery, Levain. The key to keeping these beauties thick and soft is twofold: First, make sure the butter and sugar are sufficiently creamed. Second, chill the dough completely before baking.
Line 2 baking sheets with parchment. Whisk together the flour, cocoa powder, cornstarch, baking soda and 1/2 teaspoon salt in a medium bowl.
Combine the butter, brown sugar and granulated sugar in a large bowl and beat with an electric mixer on high until light and fluffy, 3 to 4 minutes. Reduce the speed to low, add the whole egg and beat until just combined. Add the vanilla and beat until just combined.
Add half the flour mixture and mix on low until combined. Add the remaining flour mixture and mix until just combined. Fold in the chocolate chunks and white chocolate chips. Put the sanding sugar in a shallow bowl or plate.
Scoop eight 1/3 cup-size balls of dough. Working with one at a time, shape each ball into a 1 1/2-inch-tall cylinder, then use your thumb to make a sturdy 1-inch-deep well that is about 1 inch across. Roll the dough in the sanding sugar to completely coat and place on the prepared baking sheets. Repeat with the remaining dough and sanding sugar, spacing out 4 cookies per sheet. Put the baking sheets in the freezer until the cookies are thoroughly chilled, 30 minutes to 1 hour. (If you do not have space in your freezer to accommodate both baking sheets, line a plate with parchment and place the cookie dough onto the plate to chill. Transfer to the prepared sheets once chilled.)
Preheat the oven to 375 degrees F. Just before the cookie dough is completely chilled, add the cream cheese to a medium bowl and beat with an electric mixer on medium speed to soften. Add the confectioners' sugar and beat until smooth, then add the remaining egg yolk, the lemon zest and the remaining pinch of salt and beat on medium speed until completely smooth, light and fluffy, 1 to 2 minutes. Spoon the cheesecake into the well of each cookie so that it comes just up to the top. (Alternatively, you can use a pastry bag or resealable plastic bag to fill the cookies.)
Bake the cookies until the cheesecake is set and the cookies are crispy on top, chewy in the middle and turning darker on the bottom, rotating the pans halfway through, 20 to 24 minutes. Let cool on the baking sheets for 10 minutes, then transfer the cookies to a wire rack to cool completely, about 1 hour.
When measuring flour, we spoon it into a dry measuring cup and level off excess. (Scooping directly from the bag compacts the flour, resulting in dry baked goods.)