1. Preheat the oven to 350 degrees F.

2. Cream the sugar and butter together. 

3. Add in the vanilla and eggs and mix well.

4. A bit at a time, beat in the flour. 

5. Cover the bowl and refrigerate for an hour.

6. Form balls of cookie dough about 1 inch in diameter.

7. Stir together the cinnamon and sugar for the coating and roll the balls of cookie dough in this mixture. 

8. Place the balls of coated cookie dough on a baking sheet. I use a Silpat and this helps keep the cookies from sticking and burning. 

9. Press your thumb into each dough ball so that it flattens a bit and has an indentation in the center. 

10. Bake cookies for 12-15 minutes. 

While baking, make the frosting. Mix together the cream cheese and butter until well blended. Add in the eggnog. Blend in the powdered sugar a little bit at a time.

1. Remove the cookies from the oven.

2. As soon as the cookies come out of the oven, use a spoon (1/2 teaspoon size worked best for me) to press in the thumbprint indentations on the cookies if needed. 

3. Allow the cookies to cool completely. I find it best to place the cookie sheet on a wire rack to allow for air circulation underneath. 

4. Once cooled, place the frosting in a plastic zippered storage bag. Snip off one corner and pipe the frosting into each indentation on the cookies. 

5. Finish off with a touch of nutmeg over the frosting on each cookie if you'd like!