Prepare the Crust: Preheat your oven to 325F. Grease a mini muffin pan.
In a bowl, combine the flour, sugar, and baking cocoa. Cut in the cold butter until the mixture becomes crumbly. Use a fork and mix until the dough comes together adding the cold water.
Divide the dough into small portions and press each piece into the bottom and up the sides of the muffin cups. You should have enough dough for 12 muffin cups.
Make the Cheesecake Filling: In a mixing bowl, beat the softened cream cheese and sugar until smooth.
Add the milk and vanilla extract and mix until well combined. Gently beat in the lightly beaten egg just until incorporated.
Fill the Crusts: Spoon the cheesecake mixture into the prepared chocolate crusts, filling each one evenly.
Bake: Bake at 325F for 18 minutes or until the cheesecake filling is set and the edges are lightly golden.
Remove from the oven and allow the cheesecakes to cool completely.
Add the Cherries: Once cooled, spoon a little cherry pie filling over the top of each tiny cheesecake.
Refrigerate until chilled and ready to serve.
