In a small bowl, combine softened cream cheese, powdered sugar, and vanilla extract until smooth. Scoop the filling into small balls and freeze for 30 minutes.

In a large bowl, cream together softened butter and powdered sugar until light and fluffy. Add vanilla extract and red food gel coloring, mixing until smooth.

In a separate bowl, whisk together flour, cocoa powder, and salt. Gradually add to the butter mixture until just combined. Fold in pecans if desired.

Chill dough in plastic wrap for 15-30 minutes if too soft.

Preheat oven to 350°F (175°C). Shape tablespoons of dough around frozen cream cheese balls and roll into balls.

Bake for 12-14 minutes, until tops are dry. Cool on the baking sheet.

Once cooled, roll cookies in powdered sugar until fully coated.