Make Cheesecake Filling: Beat cream cheese, sugar, and vanilla until fluffy. Scoop into 18 discs and freeze.
Make Blueberry Jam: Cook blueberries and sugar on medium for approximately 40 minutes, smashing halfway. Chill until thick.
Make Cookie Dough: Mix flour, baking powder, baking soda, and salt.
Rub lemon zest into sugar.
Cream butter and lemon sugar until fluffy, then add egg and vanilla.
Mix in dry ingredients. Swirl in jam gently without overmixing.
Stuff & Shape: Scoop dough, flatten, add frozen cheesecake disc inside, seal, and roll in sugar.
Bake at 350°F (175°C) for 11-12 minutes until golden.
Cool and enjoy.
