Begin by softening the cream cheese in a mixing bowl. Beat until creamy, then add granulated sugar and vanilla extract. Freeze dollops of this mixture for about 30 minutes.

Grate fresh carrots finely. Press between paper towels to remove excess moisture. Sift flour, baking soda, salt, cinnamon, and nutmeg together in a separate bowl.

Combine melted butter, brown sugar, and granulated sugar in a large bowl. Beat until fluffy. Mix in grated carrots, egg yolks, and vanilla until smooth.

Slowly mix the dry ingredients into the wet ingredients until combined. Let the dough rest at room temperature for about 10 minutes.

Preheat oven to 350°F. Shape dough into balls, create a well, and place a frozen dollop of cream cheese filling inside. Chill formed cookies for an additional 10 minutes.

Bake cookies for 13-15 minutes until edges are golden. Don’t open the oven door for the first 10 minutes. Allow to cool for a few minutes before transferring to a wire rack.

Cool cookies on the baking sheet for 10-15 minutes, then transfer to wire rack to cool completely.