Preheat oven to 350 degrees Fahrenheit and line two baking trays with parchment paper.
In a separate bowl, whisk dry ingredients until combined including flour, pudding mix, baking soda, and salt.
In a stand mixer fitted with a paddle attachment, cream together butter (room temp), white sugar, and brown sugar until thoroughly combined and fluffy, about 3 minutes.
Mix in egg (room temp), scrape the bowl down, and mix in the vanilla until uniform.
Mix in dry ingredients in two increments just until combined. Avoid overmixing!
Crumble vanilla wafers into fine pieces with some bigger chunks. Mix in to the cookie dough by hand with a sturdy spatula or wooden spoon. Cookie dough will be thick! Place the cookie dough in the refrigerator while you make the cheesecake filling.
To make the cheesecake filling, beat together cold cream cheese, powdered sugar, and vanilla until thoroughly combined.
Scoop 2 dough balls for each cookie. Use a 1.5 T cookie scoop for each dough ball, so that each cookie will be 3T of cookie dough total.
Scoop ½ T of the cheesecake filling and place in the center of two dough balls. Roll and pinch sides of cookie to stuff in the filling and ensure your filling is secure inside the two dough balls. Place on parchment paper lined baking tray.
Bake for 10 minutes or until lightly golden. Do not over bake!
Enjoy cookies once cooled. Chill in the refrigerator in an air tight container for best results. An air tight container will help cookies stay fresh and soft.