Preheat oven to 350 degrees F. Cut 1 roll of cookie dough into 24 slices; arrange slices in a lightly greased 9- x 13-inch pan. Press slices together with fingers, covering bottom of pan to edges. Set pan aside.
Beat cream cheese at medium speed with an electric beater until creamy; gradually add sugar, beating well. Add eggs, 1 at a time, beating well after each addition. Add vanilla; beat well. Pour mixture over cookie dough in pan.
Cut remaining roll of cookie dough into 24 slices; arrange slices over cream cheese mixture. Bake 45 minutes. Cool in pan on a wire rack. Cut into squares.