Combine flour, cocoa powder, sugar, and salt in the bowl of a food processor and pulse several times. Sprinkle the cream cheese and butter over the flour and pulse 10 to 12 times, until coarse crumbs form. Whisk egg yolks and vanilla together in a small bowl and add to the flour mixture. Process until dough clumps together into large pieces.

Turn dough out onto the counter and press into a ball. Divide into 4 equal pieces, flattening each piece into a 1-inch-thick disk. Wrap each disk in plastic wrap and refrigerate for at least 2 hours, or up to 3 days.

Preheat oven to 375 degrees. Line two large baking sheets with parchment paper and set aside.

Sprinkle a work surface generously with powdered sugar. Remove one disk of dough from the fridge and allow to warm for about 1 minute on the counter. Sprinkle dough and rolling pin with additional powdered sugar and roll dough to 1/8-inch thick circle. Spread about 1 1/2 tablespoons of peanut butter over the circle, going all the way to the edge. Top with 1 tablespoon of mini chocolate chips.

Using a pizza cutter or a long knife, cut the dough into 16 wedges. Starting from the outer edge of each wedge, roll the cookies up. Place one inch apart onto prepared baking sheets. (Be sure the tip of each cookie is tucked underneath.) Place baking sheets in the freezer for 20 minutes before baking.

Repeat with remaining dough and filling.

Bake until golden around edges, 20 to 25 minutes. Cool on baking sheets for 5 minutes before transferring to a wire rack to cool completely. Store in an air-tight container at room temperature for up to 1 week.