In a medium bowl, beat the cream cheese, powdered sugar, and vanilla extract until smooth and creamy.
Using a spoon or small scoop, drop small dollops of the cream cheese mixture onto a parchment-lined baking sheet. Freeze for about 30 minutes until firm.
Make the Cookie Dough:
Preheat your oven to 350°F (175°C) and line baking sheets with parchment paper.
In a large bowl, cream together the butter, brown sugar, and granulated sugar until light and fluffy.
Add the eggs one at a time, beating well after each addition. Mix in the vanilla extract.
In another bowl, whisk together the flour, baking soda, salt, cinnamon, and nutmeg.
Gradually add the dry ingredients to the wet ingredients, mixing until just combined.
Stir in the oats, grated carrots, and nuts until evenly distributed.
Assemble the Cookies:
Scoop about 2 tablespoons of cookie dough and flatten it slightly. Place a frozen cream cheese dollop in the center, then top with another 1-2 tablespoons of dough. Seal the edges to enclose the cream cheese completely.
Place the cookies on the prepared baking sheets, leaving enough space between them to allow for spreading.
