In a food processor or by hand, finely crush cookies. Add cream cheese and mix until evenly combined (filling should have a fudgy texture and appearance). Shape into 36 (1-inch) balls. Freeze 10 minutes.
Meanwhile, set chocolate in a bowl over a pot of simmering water (double-boiler method) or melt in the microwave at 50% power in 30-second increments.
Using a spoon, carefully roll chilled balls in melted chocolate. Place in single layer in baking sheet lined with parchment or a silicone mat. Refrigerate at least 30 minutes or until firm.
To make the caramel sauce:
In a large Dutch oven or large heavy-bottomed saucepan over medium heat, combine the heavy cream, brown sugar, corn syrup, butter, and salt. Stir constantly with a wooden spoon until butter is melted.
Using a pastry brush dipped in water, brush the sides of the pan and place a candy thermometer into the mixture, ensuring it does not touch the bottom of the pan. Without stirring, allow the mixture to cook until mixture reaches 235 degrees, about 8-10 minutes. Remove from heat and gently stir in vanilla. Do not over-stir. Allow mixture to cool and thicken, about 10-15 minutes.
Drizzle cookie balls with caramel sauce and sprinkle with sea salt, if desired. Chill until firm, about 30 minutes longer.
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Notes
Caramel sauce: This recipe includes our luscious homemade caramel sauce for drizzling, but you could substitute a jar of store-bought (or omit toppings entirely or choose something else; please see Recipe Tips and Variations for lots of ideas).
Yield: This recipe will make about 36 cookie balls depending on exactly what size you roll them.
Storage: Store these covered in the refrigerator (or on your patio in winter if you live in a cold climate) for 3 to 4 weeks.
Freezer: Freeze in an airtight container for up to 4 months. Thaw at room temperature.