Sift together the flour, cocoa powder, baking soda, and salt in a medium bowl to remove any lumps and ensure even distribution of the leavening agents—this prevents dense pockets in your cookies. In a separate small bowl, beat the cream cheese with the powdered sugar, flour, vanilla extract, and almond extract for 3 minutes until smooth and fluffy. Using a small spoon or small cookie scoop, drop teaspoon-sized portions of the cream cheese mixture onto a parchment-lined plate and freeze for 1.5 hours until solid. This advance preparation means your filling is ready when you need it.

In a large bowl, beat the room-temperature butter with the granulated sugar and light brown sugar for 2 minutes until light and fluffy—this incorporates air and creates tender cookies. Add the egg, milk, and vanilla extract, beating for another minute until fully combined and smooth. Gently fold in the dry ingredient mixture from Step 1, then add the red food coloring, stirring until the color is evenly distributed throughout the dough. The dough should be a deep red-brown color with no streaks. Cover the bowl and refrigerate for 1.5 hours until the dough is firm enough to handle.

Preheat your oven to 350°F. Remove the frozen cream cheese balls from the freezer and roll them into tight little balls if they've lost their shape—I find that a quick roll between my palms firms them right back up. Working with one portion at a time, roll a tablespoon of chilled cookie dough into a ball and gently press your thumb into the center to create a small indent. Place one frozen cream cheese ball into the indent and carefully seal it closed by molding the dough around the filling and smoothing it into a ball. Rolling each filled dough ball in the granulated sugar gives them an attractive sparkly coating and adds a light crunch to the exterior.

Space the sugar-coated cookie balls about 2 inches apart on a parchment-lined baking sheet and bake at 350°F for 12-13 minutes. The tops should look set but still slightly soft to the touch—they'll continue to firm up as they cool. Let the cookies rest on the baking sheet for 5 minutes before transferring them to a wire rack to cool completely. This resting period prevents them from breaking apart and allows the filling to set slightly.