In a small saucepan, combine the blueberries, ½ cup granulated sugar, and 2 tablespoons of water. Stir until combined.
Bring the mixture to a boil, then reduce the heat to a simmer until the blueberries burst and create a sauce.
In a separate bowl, make a slurry by mixing the cornstarch with ⅓ cup of water. Ensure the blueberry mixture is hot, then add the slurry. Stir until it thickens and darkens, indicating the cornstarch is fully cooked.
Set aside to cool to room temperature. For faster cooling, refrigerate.
Cream Cheese Filling:
In a medium-sized bowl, use an electric hand mixer to beat the room-temperature cream cheese until smooth and creamy, about 2 minutes.
Scrape down the sides of the bowl and add the granulated sugar. Continue to beat for 1 more minute.
Add half of a beaten egg yolk and beat for an additional 30 seconds.
Place the mixture in a piping bag and refrigerate while you make the cookie dough.
Cookie Dough:
In a medium-sized mixing bowl, whisk together the all-purpose flour, cornstarch, baking powder, salt, and ground cinnamon.
In a stand mixer fitted with a paddle attachment, cream the 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 egg yolk and vanilla extract. Mix for an additional 30 seconds.
On the lowest speed, gradually add the dry ingredients to the wet ingredients until just combined. Avoid overmixing.
Divide the dough into 10 equal balls (about 4 ounces each). Roll each ball in your palms to form a smooth ball.
Press the back of a spoon into the center of each ball to create a shallow well. Pipe the cream cheese filling into one half of the well and spoon the blueberry filling into the other half.
Chill the dough balls in the fridge for 1-2 hours or overnight.
Baking:
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.