In a medium bowl, combine the flour, salt, baking soda and ground cinnamon. Mix briefly with a fork to combine and set aside.
In a bowl of an electric mixer fitted with a paddle attachment over medium/high speed, cream butter, cream cheese, and sugars until light and fluffy, about 2 minutes. Add eggs one at a time, beating well after each addition. Stir in the vanilla extract.
Reduce the speed to low and add the flour mixture in 2 parts and mix until just combined. Fold in the pecans, folding the cookie dough onto itself with a spatula to incorporate all the dry bits.
Cover the mixing bowl with plastic wrap and place in the freezer for about 30 minutes.
As the dough chills, make the pumpkin pie filling.
Make the pumpkin pie filling:
To a bowl of an electric mixer fitted with a whisk attachment (a hand mixer works well here too), add the cream cheese, pumpkin puree, spices, and vanilla extract. Whisk on medium until incorporated, about 30 seconds. Reduce the speed to low and add the confectioners' sugar. Mix until the confectioners’ sugar is mostly combined, then increase the speed to high and mix until smooth. Transfer the pumpkin pie filling to piping bag fitted a decorative or round tip, cover the tip with plastic wrap, and place piping bag in the refrigerator until ready to use.
Preheat oven to 350°F and remove cookie dough from the freezer.
With a small cookie scoop, drop spoonfuls of cookie dough onto baking sheets about 1 inch apart. Place cookies in the oven and bake for about 12-14 minutes until lightly browned, rotating pan midway through to ensure even baking.
Remove cookies from the oven and with a cookie scoop make an indentation in the middle of each cookie. Allow the cookies to cool slightly in the baking sheet, then transfer to a rack to cool completely.
Remove piping bag from the refrigerator. Fill indentation of each cookie with pumpkin pie filling. Allow the filling to set in a cool place for about 30 minutes. When the filling sets it should feel tacky to the touch.