In a small mixing bowl, combine softened cream cheese, granulated sugar, egg yolk, and vanilla extract. Beat until smooth and creamy.
Scoop the cream cheese mixture into 18 small mounds on a parchment-lined tray and freeze for 1 hour until firm.
Preheat oven to 350°F (175°C) and line two large baking sheets with parchment paper.
In a large bowl, cream together softened butter, brown sugar, and peanut butter until light and fluffy, approximately 3 minutes.
Beat in the large egg until fully incorporated.
In a separate medium bowl, whisk together flour, cocoa powder, baking soda, and salt.
Gradually add the dry ingredients to the wet ingredients, mixing on low speed until just combined.
Fold in the chopped Reese's Peanut Butter Cups by hand.
Take 2 tablespoons of cookie dough and flatten it into a disk. Place a frozen cream cheese mound in the center and wrap the dough around it, sealing the edges completely.
Place the stuffed dough balls on the prepared baking sheets spaced 2 inches apart.
Bake for 10 to 12 minutes until the edges are set but the centers remain soft.
Cool on the baking sheet for 10 minutes to allow the structure to set before transferring to a wire rack.