Preheat oven to 350 degrees.
Place cupcake liners in a regular cupcake pan.
Mix together cream cheese, sugar, eggs, and vanilla in a bowl and set aside.
Place 1/4"-1/2" slice of cookie dough into bottom of each liner (may have to manipulate dough a bit to lie down nicely).
Bake sugar cookie "crusts" for roughly 10 minutes (they will make the liners look a bit greasy).
After crust is done. IMMEDIATELY add about 2 tablespoons of cheesecake mixture in the middle of the crusts and place back in the oven for 20 minutes.
Check at the 20 minute mark to see if toothpick comes out clean. If not, place back in oven for 5 more minutes. Cheesecakes should be just lightly golden brown on edges when done (don't overcook because the sugar cookie will get hard at the bottom).
Let cool and top with pie filling of choice.