Start by preheating your oven to 350°F and lining a baking tray with parchment paper for later use.
In a large bowl, mix together the softened butter, oils, granulated sugar, and powdered sugar until the mixture is smooth.
Incorporate the egg and vanilla extract into the mixture, whisking until everything is fully combined.
Gradually fold in the flour, salt, and baking powder until just combined, then scoop out 9 equal portions onto the prepared baking sheet and flatten them to about 1 inch thick. Create a slight indent in the center of each cookie using a 1/4 measuring cup.
Bake cookies for approximately 8-9 minutes, allowing them to cool on the tray afterwards.
Meanwhile, prepare the pumpkin pie filling by beating the cream cheese and brown sugar until completely blended, then add the pumpkin puree and pumpkin spice, adjusting with orange gel food coloring as desired.
In another bowl, whip the cold heavy cream with the granulated sugar and vanilla extract until stiff peaks appear, then gently fold it into the pumpkin mixture.
Transfer the filling into a piping bag fitted with a large tip, and pipe it generously into each cookie's center. To encourage the filling to spread, lightly tap the cookies on the counter, and finish with a dollop of whipped cream on top.