Make the filling: Beat cream cheese, 2 tbsp sugar, and 1/2 tsp vanilla until smooth. Scoop into 7 mounds on parchment and freeze 20 to 30 minutes.
Make the dough: Beat butter and both sugars until fluffy. Add egg and vanilla, mix well. Stir in flour, baking soda, and salt until just combined.
Assemble: Divide dough into 14 pieces. Flatten one piece, add a frozen cream cheese ball and 1 tsp caramel, cover with another dough piece, seal edges, and roll into a ball. Repeat.
Bake: Preheat oven to 350°F. Place cookies 2 to 3 inches apart on a lined baking sheet. Bake 11 to 13 minutes until edges are golden but centers are soft.
Cool: Let cookies cool on the pan for 5 minutes, then transfer to a wire rack. Sprinkle with sea salt if desired.