Beat cream cheese, sugar and 1 Tbsp. bourbon in large bowl with mixer until blended. Use sharp knife to gently split vanilla bean pod lengthwise in half. Scrape seeds into cream cheese mixture; mix well. Add egg; beat on low speed just until blended.
Spoon cream cheese mixture into prepared muffin cups, adding about 1 Tbsp. batter to each cup.
Bake 12 to 14 min. or until centers of cheesecakes are almost set. Cool completely. Refrigerate 1 hour.
Microwave caramels and milk in microwaveable bowl on HIGH 1 min. or until caramels are completely melted, stirring every 30 sec. Stir in remaining bourbon. Drizzle about 1 tsp. caramel sauce over each cheesecake. Refrigerate 1 hour.