In a large mixing bowl, beat together 1 cup softened unsalted butter and 1 cup granulated sugar until light and fluffy, about 3-4 minutes with an electric mixer. Add 1 large egg, 2 teaspoons vanilla extract, and 2 teaspoons lemon zest. Mix until combined and aromatic.
In a separate bowl, whisk together 2 cups all-purpose flour, 1/2 teaspoon baking powder, and 1/4 teaspoon salt. Gradually add dry ingredients to the wet mixture, mixing on low speed until just combined. Avoid overmixing.
Cover the dough with plastic wrap and refrigerate for at least 30 minutes to firm up for easier handling and prevent spreading.
While dough chills, beat 1 cup softened cream cheese until smooth. Add 1/2 cup powdered sugar and 2 tablespoons fresh lemon juice. Beat until creamy and well combined. Set aside.
Preheat oven to 350°F (175°C) and line baking sheets with parchment paper. Using a cookie scoop or tablespoon, form dough balls and place 2 inches apart on baking sheet. Use back of teaspoon to press center of each dough ball creating thumbprint indentation.
Fill each indentation with about 1 teaspoon cheesecake filling. Place 2-3 fresh blueberries on top of filling in each cookie. Bake for 12-15 minutes, until edges are lightly golden and filling is set.
Allow cookies to cool on baking sheet for 5 minutes, then transfer to cooling rack. Serve slightly warm or at room temperature.