The first thing you'll want to do is make the filling. In a medium size bowl with an electric mix together cream cheese, and sugar until well blended. Add in salt, vanilla, egg yolk and sour cream, continue mixing until everything is evenly mixed. Cover the bowl with plastic wrap and place in the refrigerator for at least 30 minutes.
To make the cookies-
Pre heat oven to 350 and line a cookie sheet with parchment paper.
In a medium bowl combine flour, cocoa powder and salt, mix until well incorporated.
In the bowl of a stand mixer fitted with a paddle attachment cream together butter and sugar.
Add in egg yolk and vanilla and continue mixing until well incorporated.
Add the flour mixture in gradually, scraping the sides of the bowl and mixing after each addition, until it is all added and a soft dough forms.
Add in about 1/8 tsp of red gel food coloring and continue mixing until it the color is evenly distributed. Add a little bit more food coloring if a deeper color is desired.
Place red sanding sugar in a shallow dish or small bowl.
Scoop out cookie dough in tablespoon size scoops and roll into balls.
Roll dough balls in the sanding sugar to evenly coat them.
Place on the prepared baking sheet.
Using the handle of a wooden spoon, your finger, or another small round object press a hole in the center of each ball.
Bake cookies for 10 minutes.
Remove from the oven, gently press in the center of each cookie again and fill with the cream cheese filling.
Place back in the oven and bake 10-12 minutes or until the filling is set.
Allow to cool on the baking sheet for 2-3 minutes before removing to a wire rack to cool cookies completely .
Store in an airtight container.