These are soo good, and easy to make. I found it in Better Homes and Gardens Magazine. We prefer them cold or chilled rather than warm, but you can eat them however you like.
A few notes:
I also use a mellon baller to take the pit area out of the peaches because I like to pile the cheesecake in. If you really like tons of cheesecake, only use 4 or 5 peaches rather than 6. I made them twice, and I also tried putting them in a muffin tin instead of on a sheet pan, and it worked much better. You could peel them first too if you don't love the skin.