Prepare Cheesecake Filling: In a mixing bowl, beat together cold cream cheese, 3 tablespoons of granulated sugar, and ½ teaspoon of vanilla until light and fluffy, about 3–4 minutes. Scoop into small portions and place on a baking sheet lined with parchment paper. Freeze for 1 hour until firm.

Make Blueberry Jam: In a saucepan over medium heat, combine fresh blueberries with ½ cup of granulated sugar. Cook while mashing blueberries, stirring occasionally, until thickened, about 40 minutes. Remove from heat and cool before transferring to the fridge.

Make Cookie Dough: In a large bowl, sift together 2 ¾ cups flour, ½ teaspoon baking powder, ½ teaspoon baking soda, and ½ teaspoon salt. In another bowl, blend 1 cup butter, 1 cup sugar, and 2 tablespoons lemon zest until creamy. Add egg and mix well before folding in dry ingredients.

Assemble Cookies: Preheat oven to 350°F (175°C). Line two baking sheets with parchment paper. Flatten a small portion of dough, add a spoonful of blueberry jam in the center, cover with another piece of flattened dough, sealing edges tightly. Roll in ¼ cup sugar before baking.

Bake the Cookies: Place assembled cookies on baking sheets, spaced 2 inches apart. Bake for 11-12 minutes, until edges are lightly golden and centers remain soft. Let cool on baking sheets before transferring to a wire rack.