In a small bowl, beat the cheese, sugar and vanilla until frothy. In another bowl, mix the dry ingredients, i.e. flour, baking powder, baking soda and cocoa powder.
Beat the egg in a large bowl and whisk gently. Add the sugar, oil and milk and mix well. Add the dry ingredients and fold in carefully until moist.
Pour 1/4 of the batter into the muffin tray. Then put 1 teaspoon of filling on each part of the dough and fill up to 3/4 of the remaining part. Bake at 180 degrees in the preheated oven on the middle shelf for 20-25 minutes.