Beat softened cream cheese with granulated sugar until smooth, then mix in egg yolk and vanilla extract; do not overmix. Refrigerate while preparing the cookie dough.

Combine chopped nuts, cinnamon powder, and melted butter in a small bowl; optionally, mix in crumbled phyllo dough. Set aside.

Whisk together flour, baking powder, and salt in a medium bowl.

In a large bowl, beat softened butter with both sugars until light and fluffy, then beat in the egg and vanilla extract.

Gradually add the dry ingredients to the wet, mixing on low speed until just combined, being careful not to overmix.

**Method 1 (Stuffed):** Flatten 1 tablespoon of cookie dough, place 1 teaspoon of chilled cheesecake filling in the center, and seal the dough around the filling to form a ball.

**Method 2 (Thumbprint):** Roll dough into 1.5-inch balls, create an indentation with your thumb, and fill with about 1 teaspoon of cheesecake filling.

Sprinkle a generous amount of the baklava nut mixture over each cookie, gently pressing it to adhere.

For best results, chill the assembled cookies on baking sheets in the refrigerator for at least 30 minutes to prevent spreading.

Preheat oven to 350°F (175°C) and line baking sheets with parchment paper.

Bake for 12-15 minutes until edges are lightly golden and the cheesecake filling is set; centers will firm as they cool.

While cookies bake, combine honey, water, and lemon juice in a small saucepan, bring to a gentle simmer, and stir until combined.

Remove cookies from oven and immediately drizzle warm honey syrup over them if desired. Cool on baking sheet for 5-10 minutes, then transfer to a wire rack to cool completely.