Melt white chocolate candy melts in a microwave-safe bowl for about 30 seconds, stirring until smooth. Dip the tops of the sugar cones into the melted chocolate, ensuring they're well-coated before rolling them in festive 4th of July sprinkles. Place the cones upright on a baking sheet lined with parchment paper and let them cool until the chocolate hardens, which should take about 15 minutes.

In a large mixing bowl, combine the softened cream cheese, sugar, and pure vanilla extract. Using an electric mixer, beat the mixture on medium speed until it becomes smooth and fluffy, approximately 3-4 minutes. Make sure there are no lumps; the consistency should be creamy and well-blended.

Gently add the Cool Whip to the cheesecake mixture, carefully folding until it’s fully incorporated and has a light, fluffy texture. Continue folding until the mixture is uniform and creamy, which should take around 1-2 minutes.

If the cheesecake mixture seems too loose, place it in the refrigerator to chill for about 30-60 minutes. Check the consistency; it should hold its shape well without becoming overly stiff.

Fit a piping bag with a star-tip nozzle and fill it with the cheesecake mixture. Start piping the filling into the prepared cones, beginning at the bottom and spiraling upwards to create a beautiful swirl. Fill each cone generously but leave a little space at the top for garnish.

Drizzle blueberry sauce over the cheesecake filling for added flavor and visual appeal. Top each cone with a maraschino cherry for a cheerful finish.