In a bowl, combine diced apples, lemon juice, granulated sugar, ground cinnamon, and a pinch of salt. Toss until evenly coated.
Place the apple mixture in a medium to a large pot over medium-high heat. Slowly bring it to a boil, stirring occasionally.
In a separate bowl, create a slurry by mixing cornstarch with cold water. Set it aside.
As the apples release liquid and begin to soften, add the slurry to the mixture while stirring constantly. The mixture should thicken within about 30 seconds. If needed, prepare a bit more slurry to reach the desired thickness.
Once thickened, remove the apple mixture from heat and transfer it to a container. Place it in the fridge to cool completely. The filling can be stored in an airtight container in the fridge for up to 1 week.
Cream Cheese Filling:
In a medium-sized bowl, use an electric hand mixer to cream the room-temperature cream cheese until smooth and creamy, about 2 minutes.
Scrape down the sides of the bowl and add granulated sugar. Continue to cream for 1 more minute.
Add half of a beaten egg yolk and cream for an additional 30 seconds. Place in a piping bag and let it sit in the fridge while you make the cookie dough
Cookie Dough:
In a medium-sized mixing bowl, whisk together all-purpose flour, cake flour, baking powder, salt, cornstarch, and ground cinnamon.
In a stand mixer fitted with a paddle attachment, cream slightly cold butter, light brown sugar, and granulated sugar on medium-high speed until light and fluffy, about 4 minutes.
Add the whole egg and mix on medium speed for 30 seconds. Scrape down the sides and bottom of the bowl, then add the half egg yolk and vanilla. Mix for an additional 30 seconds.
On the lowest speed, add the dry ingredients to the wet ingredients just until no streaks of flour remain. Avoid overmixing.
Divide the dough into 10 equal balls (about 4 ounces each if you have a kitchen scale). Roll each ball in your palms to form a smooth ball.
Press the back of a spoon into the center of each cookie to create a shallow well. Pipe the cream cheese filling into one half of the well and spoon the apple filling into the other half.
Chill the dough balls in the fridge for 1-2 hours or overnight.
Preheat the oven to 375°F (190°C). Line two cookie sheets with parchment paper.
Place 4 cookie dough balls on each prepared cookie sheet, spacing them apart.
Bake for 13-15 minutes or until the cookies are lightly golden around the edges.
Allow the cookies to cool slightly on the cookie sheets before transferring them to a wire rack to cool completely.