In a mixing bowl, whisk together all of the dry ingredients: flour, baking soda, cinnamon, salt and corn starch. Set the dry ingredients aside.
In the bowl of a standing mixer (or a bowl that can be used with a hand mixer) add the brown sugar and white sugar. With the paddle attachment, mix until combined. Add the cold butter cubes. Turn the mixer on low speed at first to fold the butter into the sugar. Then, increase the speed gradually, until the mixture is creamy and the butter is fully folded in, without any chunks. Do not do this at high speed because it will melt the butter, which will cause the cookies to fall flat. Make sure to constantly scrape off sides of bowl and continue to mix until butter is fully combined. If you don't have a standing mixer or hand mixer, use your hands to slowly fold the butter into the sugar, pinching it until it begins to combine. Once the butter breaks down a bit, use a wooden spoon to fold the butter in until the mixture is creamy.
Add in the eggs and vanilla and mix on medium speed until fully combined. Scrape the sides of the bowl if necessary and continue until the eggs are fully incorporated. If not using a standing mixer, fold the eggs in with a rubber spatula or spoon until fully combined.
Next, add in the dry ingredients, one quarter at a time, and mix at low speed until fully combined and a dough is formed. If not using a standing mixer, use a spoon or spatula to fold together.
Once the dough is formed, set it aside and remove the filling from the fridge.
Whisk the ingredients for the cinnamon sugar coating in a bowl and also set aside.
Remove the dough from the bowl, separating into equal 4-6 oz. size pieces. You should have 8-10 evenly sized pieces of dough. Flatten each piece of dough out, so it stays about 1/2 inch thick (you don't want it too thin or else it won't hold the filling well.)
With a spoon, scoop out about 1 tbsp portion of filling into the center of each piece of dough. Fill it up generously, but make sure you have a 1-2 inch border of dough around the filling, so you can fold it without the filling spiilling out.
Once all of the filling is placed into the pieces of dough, cinch both ends together, folding the filling inside of the dough. It should look like a dumpling. Then, roll the dough into a ball. Repeat with all of the dough.
Then, roll each ball of dough into the cinnamon sugar coating.
Place the cookie dough balls into an air-tight container, or just on a baking sheet and covered with foil. Freeze for at least one hour. You can make these up to a week in advance of baking.
20 minutes before baking, preheat the oven too 400 degrees F.
Bake the cookies for 12 minutes, until golden brown and slightly cracked on top.
Let the cookies cool for 10 minutes (don't skip this step even if you're feeling impatient!) and then enjoy!