Combine the cinnamon filling ingredients. Divide into 22 pieces and roll into balls. Freeze for 15 minutes.
While the cinnamon filling is freezing, combine the cookie ingredients. Use a cookie scoop to scoop dough and use your thumb to make an indentation.
Place a frozen cinnamon ball into the middle of each cookie dough indentation.
Use your fingers to work the dough around the filling and roll into a large ball.
Bake in a 350 degree oven for 9-11 minutes or until set and baked through. Cool on baking sheet.
Once cooled, combine the frosting ingredients. Frost and then add Mardi Gras colored sprinkles.