Mix cold cream cheese and granulated sugar in a bowl until light and fluffy, about 2-3 minutes. Fold in lemon zest and scoop on a tray to freeze for at least 1 hour.

Combine granulated sugar with an additional tablespoon of lemon zest in a small bowl. Rub the zest into the sugar to enhance flavor and set aside.

Whisk all-purpose flour, baking powder, baking soda, and salt in a medium bowl and set aside.

Beat softened unsalted butter, brown sugar, and granulated sugar for 3-4 minutes until fluffy. Add egg yolks and vanilla extract, mixing until smooth.

Gradually mix in lemon zest and dry ingredients until just combined. Chill dough in the refrigerator for 10-15 minutes.

Scoop dough, flatten in palm, insert cheesecake filling, and form a ball. Roll in lemon sugar coating and place on a baking sheet.

Preheat oven to 350°F (175°C) and bake cookies for 11-12 minutes until edges set. Cool on baking sheet for a few minutes then transfer to a wire rack.