For the chocolate filling
In a microwave-safe, medium-sized mixing bowl, combine chocolate and heavy cream. Microwave on high for 25 seconds. Remove from microwave, stir well, and microwave for another 25 seconds. Whisk well until completely smooth. If not yet smooth, return to the microwave in 10 second intervals, stirring in between, until smooth.
Allow chocolate to cool for at least 10-15 minutes or until it is firm enough to be scooped and hold its shape (you can refrigerate it to speed this up). Meanwhile, line a plate or small baking sheet with wax paper.
Once chocolate is firm, scoop into Tablespoon-sized dollops (15g) and drop onto prepared baking sheet. Transfer to freezer while you prepare your cookie dough, at least 15 minutes.
For the churro cookie dough
Preheat oven to 375F (190C) and line baking sheets with parchment paper, set aside.
In a large bowl using an electric mixer (or in the bowl of a stand mixer with the paddle attachment), cream butter and sugars together until light and fluffy.
Add egg, egg yolk, and vanilla and stir until well-combined.
In a separate medium-sized bowl, whisk together flour, cornstarch, baking powder, baking soda, and salt.
Gradually add the dry ingredients to the wet (I do this in about 4 parts, stirring until just combined after each addition), stirring until completely combined.
Scoop ¼ cup of dough (65 grams of dough) and roll between your palms to make a smooth ball. Use your thumb to press an indent into the center of the dough. Take one chocolate dollop from the freezer, press into the indent, and cover over completely with the dough. Roll between your palms again to create a smooth ball with no chocolate showing through the dough.
Whisk together sugar and cinnamon for topping. Roll dough ball through the mixture, coating all sides evenly. Place dough balls on a wax paper lined plate and place in freezer for 10 minutes before baking.
Once dough balls are done chilling, place on prepared baking sheet, spacing at least 2” (5cm) apart.
Bake on 375F (190C) for 12-13 minutes, until edges are just barely beginning to turn light golden brown. Allow to cool on baking sheet for at least 10 minutes before carefully (they’re fragile when warm!) removing to a cooling rack to cool completely before enjoying. Beware that the chocolate is very hot when warm!