In a mixing bowl, combine softened cream cheese, powdered sugar, orange zest, and vanilla extract. Beat the mixture until smooth and creamy. Chill while preparing cookie dough.

Preheat oven to 375°F (190°C). Spread grated carrots on a parchment-lined baking sheet and roast for about 20 minutes. Stir halfway through.

Melt the butter in a large bowl, then stir in granulated and brown sugars. Add egg and vanilla, mixing well. Incorporate cinnamon, ginger, nutmeg, baking soda, and salt. Fold in flour, oats, roasted carrots, coconut, and pecans.

Scoop cookie dough onto a tray lined with parchment paper, cover with plastic wrap, and refrigerate for at least 1 hour.

Preheat oven to 325°F (165°C). For mini cookies, portion and bake for 8-9 minutes. For stuffed cookies, flatten dough, add filling, seal, and bake for 14-16 minutes.

Cool cookies on the baking sheet for at least 1 hour before serving.