In a mixing bowl, beat cream cheese, granulated sugar, and vanilla extract until light and fluffy, about 3 minutes. Portion out dollops on parchment paper and freeze for 30 minutes.

In a saucepan over medium heat, combine diced strawberries with sugar. Cook for about 45 minutes until thickened. Allow to cool completely in the refrigerator.

Preheat oven to 350°F and line baking sheets. Whisk flour, baking powder, baking soda, and salt in a bowl. In another bowl, cream butter and granulated sugar until fluffy, about 4-5 minutes. Beat in egg and vanilla until combined.

Gradually add dry mixture to creamed butter mixture until just combined. Fold in the cooled strawberry jam carefully to maintain swirls.

Scoop out cookie dough and flatten slightly. Place a frozen cheesecake filling in the center, fold the dough around it, and roll in sugar before placing on baking sheets.

Bake for 11-12 minutes, watching for golden edges. Use a cookie cutter to shape them while hot if desired, then cool on a wire rack.