Line a small baking sheet with parchment paper.
In a bowl, beat cream cheese, sugar, and vanilla with an electric mixer until fluffy and smooth (about 2 minutes).
Scoop into 18 portions (2 tsp each), flatten slightly into discs, and freeze until solid.
In a saucepan, cook blueberries and sugar over medium heat for about 40 minutes, stirring often and mashing halfway.
The jam should be thick and reduced to about ½ cup (120 ml). Chill in the fridge.
Preheat oven to 350°F (175°C). Line two baking sheets with parchment paper.
Whisk flour, baking powder, baking soda, and salt in a bowl.
In a large bowl, rub sugar and lemon zest together with your fingertips to release flavor.
Add butter and beat with a mixer on high speed until light and fluffy (1–2 minutes).
Mix in the egg and vanilla until pale and creamy (about 2 minutes).
Add the dry ingredients and mix on low speed until just combined.
Layer the dough and blueberry jam in the bowl (alternating), then gently fold with a spatula to create swirls (do not overmix).
Scoop dough into 18 portions. Flatten slightly, place a frozen cheesecake disc in the center, and cover completely with dough. Shape into discs.
Roll each cookie in sugar.
Place 6 cookies per sheet and bake for 11–12 minutes.
(Optional) Right out of the oven, use a round cutter to shape cookies perfectly.
Let cool 10 minutes on the tray, then transfer to a wire rack to cool completely. Serve and enjoy!
