Preheat the oven at 180°C. Place non-stick baking paper on a pan.
In a big bowl, mix the cream cheese and the butter. Add the sugar and stir until the mixture becomes fluffy. Add the egg, the yolk and the vanilla. Stir.
Add the flour, baking powder and salt and stir until the dough becomes soft. Knead the dough into balls and roll them onto the powdered sugar. With the backside of a spoon, shape a dent in the middle of the dough. Inside, place 1 tablespoon of the peanut butter of your choice. Cook in the preheated oven for 10 minutes. Remove from the oven and set aside to cool down.
If you wish, sprinkle some powdered sugar on top.