Preheat oven to 300 degrees. In a large bowl using an electric hand mixer, beat the butter and 1/2 cup sugar for 5 minutes until fluffy. Beat in egg yolk, red food coloring and vanilla until well combined. (Use enough red food coloring to achieve a solid red dough.
In a small bowl whisk together flour and cocoa powder. Gradually add to creamed mixture using an electric hand mixer.
Roll dough into 1 inch dough balls. Roll into sugar to coat. Place on prepared baking pan 2 inches apart. Using your thumb or a small spoon press into center of dough balls to make an indentation.
Bake for 10 minutes. While cookies are baking, make the cream cheese mixture. In a medium bowl beat together cream cheese, sugar, vanilla and salt using an electric hand mixer.
Pull cookies out of oven and place 1 tsp or so of the cream cheese mixture into each indentation of cookie and spread to fill. (Don't overfill.) Place back into oven for 10-12 minutes until filling is set. Remove from oven and allow to sit on baking pan for 3-5 minutes before moving cookies to a wire rack to cool completely.