Heat oven to 350 degrees F. Lightly spray 12 muffin cups with non-stick cooking spray or line with muffin liners.
In a medium bowl, stir muffin mix, water, vegetable oil, and egg until combined. Using an ice cream scooper, scoop muffin batter into prepared muffin tins.
In a large bowl, mix cream cheese, sugar, egg yolk, and vanilla together until smooth. Top each muffin with 1 tablespoon of cream cheese mixture and use a toothpick to swirl into the batter.
Bake 14–16 minutes, or until a toothpick inserted into the center of the muffins comes out clean.