In a mixing bowl, combine cold cream cheese, 3 tablespoons of granulated sugar, and ½ teaspoon of vanilla extract. Whip for 3-4 minutes until fluffy and smooth. Scoop portions onto a parchment-lined tray and freeze for at least 1 hour.

In a medium saucepan, combine fresh blueberries and ¼ cup of granulated sugar over medium heat. Cook for about 40 minutes, stirring occasionally and mashing until thickened to a jam-like consistency. Cool and chill the jam.

In a large bowl, whisk together flour, baking powder, baking soda, and salt. In a separate bowl, mix granulated sugar with lemon zest. Cream the butter and sugar mixture until fluffy. Add in the egg and remaining vanilla, mixing until combined, then incorporate dry ingredients.

Preheat oven to 350°F (175°C) and line a baking sheet with parchment paper. Flatten a portion of cookie dough, place a frozen cheesecake dollop and a teaspoon of blueberry jam in the center, cover with another flattened dough piece, sealing edges.

Roll cookie balls in granulated sugar and bake for 11-12 minutes, until edges are golden and centers remain soft. Cool on the baking sheet for 10 minutes before transferring to a wire rack.