Preheat oven to 350°F (175°C) and line two baking sheets with parchment paper.

Whisk together cream cheese, sugar, and vanilla in a bowl until smooth. Scoop onto a sheet and freeze for 15 minutes.

Cook blueberries with sugar in a saucepan over medium heat until thick, about 7-10 minutes. Cool completely.

Cream butter and sugar until fluffy. Add lemon zest, baking powder, baking soda, and egg, then mix in flour gently.

Fold cooled blueberry jam into the dough for a marbled effect without fully blending.

Scoop dough, flatten it, place a cheesecake disc in the center, wrap the dough around it, and roll into a ball.

Bake cookies for 11-12 minutes until edges are golden. Let cool on sheets for 5 minutes before transferring to a wire rack.