Prepare the Cheesecake Filling: In a small bowl, beat the room temperature cream cheese, sifted icing sugar, and vanilla extract together with a spatula or electric hand mixer until completely smooth and combined. Line a small tray or plate with parchment paper. Drop level teaspoonfuls of the mixture onto the tray, creating about 18 small mounds. Place the tray in the freezer for at least 30-60 minutes, until the mounds are firm.

Make the Cookie Dough: In a large bowl or the bowl of a stand mixer, cream the softened butter, light brown sugar, and caster sugar together for 3-4 minutes until light and fluffy. Beat in the egg and vanilla extract until well combined.

Combine Dry Ingredients: In a separate bowl, whisk together the plain flour, bicarbonate of soda, and salt. Gradually add the dry ingredients to the wet ingredients, mixing on a low speed until just combined. Do not overmix.

Chill the Dough: Wrap the cookie dough in cling film and chill in the fridge for at least 30 minutes. This step is crucial for preventing the cookies from spreading too much in the oven.

Assemble the Cookies: Preheat your oven to 180°C (160°C fan) and line two large baking trays with parchment paper. Remove the dough from the fridge and the cheesecake balls from the freezer. Take a scoop of dough (about 1.5 tablespoons) and flatten it in your palm. Place one frozen cheesecake ball in the centre and carefully wrap the dough around it, rolling it into a smooth ball. Ensure the filling is completely sealed inside.

Bake the Cookies: Place the dough balls on the prepared baking trays, leaving plenty of space between them as they will spread. Bake for 12-14 minutes, or until the edges are golden brown but the centres are still soft.

Create the Caramel Well: As soon as you remove the cookies from the oven, take the back of a round teaspoon (a ½ tsp measure works well) and gently press an indent into the centre of each cookie. I find that doing this immediately is the key to a perfect well.

Cool and Fill: Let the cookies cool on the baking tray for 10 minutes before transferring them to a wire rack to cool completely. Once cool, gently warm your salted caramel sauce if it's too thick to drizzle. Spoon or pipe the caramel into the indent of each cookie.

Finishing Touch: Sprinkle a few flakes of sea salt over the caramel on each cookie. Allow the caramel to set for about 30 minutes before serving.