Preheat the oven to 350 degrees F.
In a large bowl fitted to a stand mixer, cream together the cream cheese and butter until completely smooth. They must both be at room temperature -- do not melt or soften in the microwave of your cookies will flatten more/ be less thick. Just leave out for about 45 minutes to an hour and they'll be perfect!
Beat in the large egg and vanilla.
Beat in the pudding mix (do not prepare), and flour.
Beat in the fudge brownie mix. It will be EXTREMELY thick. This is intended; it might seem like it's not coming together, but keep mixing, it will.
Pack the dough into a full 1 tablespoon measuring spoon and then roll into a ball and transfer that ball of dough onto a baking sheet lined with parchment or a silpat liner. The cookies should be pretty small like a typical thumbprint cookie (I've tested this recipe a few times & they always make right around 54-58 thumbprint sized cookies).
Bake for 7-10 minutes. Slightly under-baking these cookies gives them an awesome taste and texture like ultra fudge-y brownies so err on the side of slightly under-baking.
When the cookies come out of the oven, press the back of a 1/2 teaspoon measuring spoon into the center of the cookies.
Allow to completely cool before frosting.