Start by preheating your oven to 375°F (190°C). Line baking sheets with parchment paper or silicone baking mats to prevent sticking and ensure even baking. This preparation step also makes cleanup much easier.

In a mixing bowl, beat the softened butter and granulated sugar together until light and creamy. Add the vanilla extract and egg yolk, then mix until the ingredients are fully combined and smooth.

In another bowl, whisk together the flour, graham cracker crumbs, cinnamon, baking powder, and baking soda. Mixing the dry ingredients first ensures the leavening agents distribute evenly throughout the dough.

Slowly mix the dry ingredients into the wet mixture until a dough forms. At first, the dough might seem crumbly, but continue mixing for about one to two minutes until it comes together into a soft, workable dough.

Roll the dough into small balls about one inch in size. Roll each dough ball in granulated sugar so the outside gets a light sugary coating before baking.

Place the dough balls onto the prepared baking sheets and bake for about 6–7 minutes until the bottoms are lightly golden brown. Let them cool on the tray for a few minutes, then transfer to a wire rack to cool completely.

In a bowl, beat the softened cream cheese until completely smooth. Add powdered sugar and mix until incorporated, then blend in the lime zest and lime juice for a bright citrus flavor.

Spread about one tablespoon of the cream cheese mixture onto the bottom of a cooled cookie. Place another cookie on top to form a sandwich, gently pressing them together before serving.