Make the filling. Line a cookie sheet with parchment paper. Beat the cream cheese, sugar, sour cream and vanilla in a large bowl with electric mixer til smooth.
Using a tiny scooper or a teaspoon make little balls or mounds and place on parchment paper. Makes about 30 or so which means you may have extra. Place in freezer and freeze for about 2 hours.
Cookie Dough
Sift together the flour, cocoa powder, baking powder, salt and baking soda in a medium bowl.
In a separate bowl whisk together the sugar, butter, buttermilk, food coloring, vanilla and eggs.
Fold the flour mixture into the sugar mixture with a rubber scraper until smooth. Cover the bowl with plastic wrap and refrigerate about 30 minutes til chilled.
Line baking sheets with parchment paper. Coat your hands with powdered sugar and scoop a teaspoon or so of cookie dough in your hand. Put one of the frozen cheese drops in the middle of dough and place another scoop of dough around the cream cheese and press together. Shape dough to completely enclose the cream cheese and then roll in the powdered sugar. Repeat.
Place the dough balls on the cookie sheet and bake 2 inches apart at 350 until the cookies are firm around the edges about 10-12 min. Let the cookie cool 10 minutes on the cookie sheet and then transfer to a cooling rack or onto a cool counter.