Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large bowl, beat the butter and coconut sugar together until fluffy.
Mix in the applesauce and vanilla until smooth.
In another bowl, whisk together the flour, baking soda, salt, cocoa powder, cinnamon, and espresso powder.
Add the dry ingredients to the wet and stir to form a cookie dough.
In a small bowl, mix the vegan cream cheese, powdered sugar, and coconut cream to make the cheesecake filling.
Scoop dough balls, flatten, place a small amount of filling in the center, then wrap and seal with more dough.
Place on baking sheet, leaving space between cookies.
Bake for 10-12 minutes until just set. Let cool before serving.