Preheat oven to 375°F and line baking sheets with parchment paper.
Cream together butter and granulated sugar until fluffy, about 3 minutes. Add eggs one at a time, then mix in food coloring and vanilla.
In a separate bowl, whisk together flour, cocoa powder, baking soda, and salt.
Gradually add dry ingredients to wet ingredients, mixing until just combined.
In a small bowl, beat cream cheese and powdered sugar until smooth. Transfer to a piping bag or zip-top bag with corner snipped off.
Drop cookie dough by rounded tablespoons onto prepared baking sheets, spacing 2 inches apart.
Pipe a small amount of cream cheese mixture on top of each cookie and use a toothpick to swirl it into the red dough, creating a marbled effect.
Bake for 9-11 minutes until edges are set but centers still look slightly underdone.
Cool on baking sheet for 5 minutes before transferring to a wire rack to cool completely.