Preheat oven to 325°F. Wrap a non-stick 9-inch springform pan with a double layer of extra-wide, heavy-duty aluminum foil and line the bottom with parchment paper. Set the pan aside until ready to use.
In a small bowl, whisk together the all-purpose flour, powdered sugar, and kosher salt.
Drop the cold cubed unsalted butter into the bowl. Use your hands to thoroughly smush the butter into the flour.
Once the butter is fully worked in, mix in the milk. The dough should be moist but crumbly.
Press the dough into the bottom of the prepared cheesecake pan and bake for 18 to 20 minutes. Remove from the oven and allow to cool. Keep the oven at 325°F.
Steps to Make the Sugar Cookie Dough
In the same bowl used to make the crust, beat together the butter and granulated sugar with an electric hand mixer until well combined and fluffy.
Then, add the whole milk and vanilla extract, beat until well combined.
Next, add the all-purpose flour and Kosher salt, beat until almost fully combined.
Then, add the Christmas Jimmie sprinkles, and mix to bring the dough together.
Use an extra-small ice cream scoop to form the sugar cookie dough into balls about the size of grapes. Place them on a parchment lined pan and set aside until ready to use. You should end up with five dozen balls.
Steps to Make the Sugar Cookie Cheesecake
Prepare a water bath by placing a large roasting pan in the preheated oven and pour one kettle full of boiling water into the pan.
Add the room temperature cream cheese to a large bowl and beat with an electric hand mixer until fluffy. Then, add the granulated sugar and flour, and beat until smooth.
Scrape down the sides of the bowl. Mix in the sour cream and vanilla extract. Scrape down the sides of the bowl and add the eggs one at a time, beating until just combined.
Add the sugar cookie dough balls, then use a silicone spatula to gently fold them into the cheesecake filling.
Use a large ice cream scoop to transfer the filling to the cheesecake pan. Use a silicone spatula to smooth out the filling.
Place the filled cheesecake pan into the prepared water bath. Then, add one more kettle full of water so that the water comes about halfway up the side of the cheesecake pan. Bake for 1 hour and 15 minutes, until the edges are golden and the center has a slight jiggle. Without opening the oven door, turn the oven off and let the cheesecake remain in the oven for 45 minutes.
Remove the cheesecake from the oven and place it on a wire rack covered with a dish towel. Allow the pan to cool slightly, then carefully remove the aluminum foil. Allow the cheesecake to come to room temperature, then refrigerate uncovered for 4 hours or overnight for best results.
Steps to Make the Sour Cream Frosting and Finishing the Sugar Cookie Cheesecake
Place room temperature butter in a large bowl and beat with an electric hand mixer until smooth. Then, add sour cream and vanilla extract, beat until fluffy.
Next, add the powdered sugar and beat until well combined.
Carefully remove the sides and bottom of the cheesecake pan. Place the cheesecake on a cardboard cake round or large serving plate. Then, using an ice cream scoop, add the sour cream frosting to the top of the cheesecake, leaving about an inch around the edge of the cheesecake. The frosting will be quite liquidy and will spread on its own.