In a mixing bowl, beat together cream cheese, granulated sugar, and vanilla extract until fluffy and smooth, about 2-3 minutes. Spoon the filling onto a parchment-lined baking sheet, creating small discs. Freeze for at least 1 hour.

Combine fresh blueberries and granulated sugar in a saucepan over medium heat. Cook for about 8-10 minutes until thickened, then cool and refrigerate.

In a separate bowl, whisk together flour, baking powder, baking soda, and salt. Cream butter with granulated sugar and lemon zest until light and fluffy. Add the egg and vanilla, mixing well.

Gradually add dry ingredients to the wet mixture, mixing until just combined. Fold in the chilled blueberry jam.

Preheat oven to 350°F (175°C). Take a tablespoon of dough, place a frozen cheesecake filling disc in the center, and wrap dough around it.

Roll each cookie ball in granulated sugar. Place on a parchment-lined baking sheet, leaving space between each cookie.

Bake for 11-12 minutes until edges are golden. Use a round cookie cutter to reshape while warm.

Allow cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack. Let cool completely before serving.