In a medium bowl, mix together the cream cheese, sugar, and lemon zest.

Use a teaspoon to scoop a heaping teaspoonful. Roll into a ball and place on a parchment-lined baking sheet. Repeat with remaining cream cheese until there are at least 18 balls.

Place cheesecake balls in the freezer until firm and frozen.

Whisk dry ingredients: In a medium bowl, whisk together flour, baking soda, and salt. Set aside.

Combine sugar and lemon zest: In a large bowl, add sugar and lemon zest. Rub the sugar and zest between your fingers to increase the lemon flavor.

Mix in wet ingredients: Add melted butter to the bowl and use an electric mixer to mix until butter is absorbed. Add egg and egg yolk and mix until combined, then mix in the lemon juice and vanilla. Scrape down the sides of the bowl as necessary.

Add dry ingredients to the dough: Add dry ingredients to the wet ingredients and mix just until combined.

Chill the dough: Cover the mixing bowl and refrigerate the dough for at least 30 minutes. When ready to bake, preheat the oven to 350°F and line a baking sheet with parchment paper.

Assemble cookies: Remove dough from the refrigerator and use a medium cookie scoop to scoop 1 ½ tablespoons of dough. Roll into balls, flatten slightly, place a frozen cheesecake ball in the center, and wrap the dough around it. Roll back into a ball.

Roll dough balls in sugar: Roll each dough ball in granulated sugar and place on the prepared cookie sheet about 3 inches apart.

Bake cookies: Bake for 10-12 minutes or until edges are set and centers are soft. Let cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.