In a small bowl, mix the cream cheese, powdered sugar, vanilla extract, and orange zest until smooth and creamy. Refrigerate until ready to use.
Preheat the oven to 375°F. Line a baking sheet with parchment paper.
Spread the grated carrots evenly onto the baking sheet. Roast for 10 minutes, stir, then roast for another 10 minutes until lightly browned and fragrant. Let cool completely.
In a large bowl, whisk together the browned butter, granulated sugar, brown sugar, and salt until combined.
Add the cinnamon, ginger, nutmeg, egg, and vanilla extract. Mix until smooth and glossy.
Stir in the baking soda and flour until a soft dough forms.
Fold in the cooled roasted carrots, oats, chopped pecans, and shredded coconut until evenly combined.
Divide the dough into 8 equal portions using a large cookie scoop or about 3 tablespoons each.
Flatten each dough portion into a disc. Add 1 teaspoon of cream cheese filling to the center, then pinch the dough around the filling and roll gently into a ball.
Place the stuffed cookie dough balls onto a lined baking sheet and refrigerate for at least 1 hour or overnight for best results.
Preheat the oven to 325°F. Bake 4 cookies at a time on a parchment-lined baking sheet for 14–16 minutes, or until the edges are golden brown and the tops are slightly domed.
Allow the cookies to cool on the baking sheet for at least 1 hour before serving to help them set properly.
Enjoy these soft and flavorful carrot cake cookies chilled or at room temperature.