Preheat your oven to 350°F (175°C) and line a baking sheet with a silicone mat or parchment paper.

In a mixing bowl, combine the cream cheese, sour cream, egg yolk, and cornstarch for the filling. Beat well to combine and set aside.

In another bowl, beat together the butter, vegetable shortening, and sugar until well combined, about two minutes.

Add the egg, vanilla extract, and red food coloring to the butter-sugar mixture, beating until fully mixed.

In a separate bowl, mix the flour, cocoa powder, baking powder, and salt. Gradually add this to the wet mixture, beating just until combined.

Portion out two teaspoons of cookie dough and roll it into balls, then roll the balls into the sanding sugar.

Place the dough balls onto the prepared baking sheet, ensuring they are spaced two inches apart.

Using your index finger, press a hole into the center of each cookie without going all the way through.

Spoon the cream cheese mixture into each well of the cookies.

Bake the cookies in the preheated oven for 13 minutes.

Remove the cookies from the oven and let cool for 3-5 minutes before transferring them to a wire rack to cool completely.