1. Line a small cookie sheet with parchment paper.

2. Mix cream cheese, sugar, and vanilla with an electric mixer on medium-high speed until fluffy and the sugar has dissolved, about 2 minutes.

3. Scoop cheesecake filling into 20 portions, about 2 teaspoons each, onto the baking sheet.

4. Slightly flatten each scoop into a thick disc, then freeze until completely frozen.

5. Add blueberries and sugar to a medium pot over medium heat.

6. Cook for about 40 minutes, stirring often and smashing the berries halfway through, until very thick and reduced to about 1/2 cup.

7. Remove blueberry jam from heat and refrigerate to chill.

8. Preheat oven to 350°F and line two baking sheets with parchment paper.

9. Whisk together flour, baking powder, baking soda, and salt in a medium bowl; set aside.

10. In a large bowl, rub sugar and lemon zest together with your fingertips to release the lemon oils.

11. Add softened butter and beat on high speed for 1 to 2 minutes, until very light and fluffy.

12. Add egg and vanilla and mix on medium speed until pale and fluffy, about 1 to 2 minutes.

13. Add dry ingredients and mix on low speed just until combined.

14. Layer portions of dough and chilled blueberry jam in the bowl, then gently fold with a rubber spatula so pockets of jam remain throughout the dough.

15. Scoop dough into 20 portions using a 2-tablespoon cookie scoop.

16. Slightly flatten each portion, place a frozen cheesecake disc in the center, and wrap the cookie dough completely around the filling.

17. Shape each cookie into a slightly flattened disc.

18. Roll each cookie dough portion in granulated sugar.

19. Keep remaining cheesecake discs frozen until ready to use.

20. Place cookies on prepared baking sheets and bake 6 cookies at a time for 11 to 12 minutes.

21. Let cookies cool on the baking sheet for about 10 minutes, then transfer to a cooling rack to cool completely.