In a medium bowl, using an electric mixer at low speed, beat the softened cream cheese with the confectioners' sugar, eggnog, grated nutmeg and cinnamon. Freeze the filling until firm, about 30 minutes.
Step 2 Meanwhile, Make the Cookies
Line 2 baking sheets with parchment paper. In a medium bowl, whisk the flour with the cornstarch, ground ginger, baking powder, salt and cinnamon. In a large bowl, using an electric mixer, beat the softened butter with the brown sugar at medium speed until fluffy. Beat in the egg yolks and molasses. Add the dry ingredients and beat at low speed until they are incorporated. Using a 2-tablespoon-size scoop, scoop 24 mounds of the dough onto the baking sheets and refrigerate until the dough is slightly firm, about 30 minutes.
Step 3 Meanwhile, Make the Cookies
Preheat the oven to 325°. Working with one baking sheet at a time, using floured hands, press a deep hollow in the center of each mound of dough and spoon in a level teaspoon of the cream cheese filling. Pinch the tops closed, creating a "kiss"; be sure to seal any cracks or holes. Repeat with the remaining dough and filling. Refrigerate until the cookies are firm, about 15 minutes.
Step 4 Meanwhile, Make the Cookies
Bake the cookies in the upper and lower thirds of the oven for about 30 minutes, until they are golden and the tops are lightly cracked; shift the sheets from top to bottom and front to back halfway through baking. Transfer the baking sheets to racks and let the cookies cool completely. Dust the tops of the cookies with confectioners' sugar before serving.
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