Preheat your oven to 350ºF (180ºC) and position the oven rack in the middle. Line two large baking sheets with parchment paper.

In a large bowl, combine the sugar and lemon zest. Use your fingertips to rub the zest into the sugar to release the oils, enhancing the lemon flavor.

Add the softened butter and vanilla to the bowl, and cream the mixture together until it becomes pale and fluffy.

Incorporate the egg yolks and mix until well combined.

In a separate bowl, whisk together the gluten free flour blend, baking powder, xanthan gum, and salt. Gradually add this dry mixture to the wet ingredients, mixing until a smooth cookie dough forms without any flour clumps.

Divide the cookie dough into thirds. In a separate bowl, take one third of the dough and spread it out. Spoon one third of the blueberry jam over it and swirl it gently with a knife or spatula.

Cover the jam layer with another third of the cookie dough, flattening pieces with your fingers to ensure it’s fully covered. Repeat the process with another third of the blueberry jam and the remaining cookie dough, finishing with the last of the jam on top.

Gently fold the dough a few times to create a marbled effect, being careful not to overmix.

In another bowl, mix the room temperature cream cheese and sugar until smooth. Add the warm heavy cream and vanilla, folding until you achieve a loose, smooth mixture resembling cheesecake filling.

Scoop out portions of the cookie dough using a 2-tablespoon cookie scoop, rolling them in granulated sugar until coated. Shape them into balls and place them on the lined baking sheets, ensuring they are spaced at least 2 inches apart.

Make an indent in the center of each cookie ball using a 1-tablespoon measuring spoon. Fill each indent with 2-3 teaspoons of the cheesecake filling.

Bake the cookies one sheet at a time for about 10-12 minutes, or until they have puffed slightly and the filling has set. Allow the cookies to cool completely on the baking sheet.

While the cookies cool, prepare the blueberry sauce by combining blueberries, sugar, and lemon juice in a saucepan over medium-low heat until the blueberries soften.

In a small bowl, mix cornstarch and water, then add this slurry to the blueberry mixture. Cook over medium-high heat, stirring constantly until the sauce thickens, about 2-3 minutes. Remove from heat and let it cool.

Before serving, top each cookie with a spoonful of the blueberry sauce. Store any leftovers in an airtight container in the fridge.