Step 1: Prepare the cheesecake filling

1. In a medium bowl, beat the cream cheese, sugar, and vanilla extract until smooth and creamy.
2. Scoop teaspoon-sized portions onto a parchment-lined baking sheet. Freeze for at least 30 minutes or until firm.

Step 2: Make the cookie dough

1. Preheat your oven to 350°F (175°C) and line two baking sheets with parchment paper.
2. In a large bowl, cream together the butter, granulated sugar, and brown sugar until light and fluffy.
3. Beat in the eggs, one at a time, followed by the vanilla extract, lemon zest, and lemon juice.
4. In a separate bowl, whisk together the flour, baking soda, and salt. Gradually add the dry ingredients to the wet ingredients, mixing until just combined.
5. Fold in the shredded coconut.

Step 3: Assemble the cookies

1. Scoop 2-tablespoon portions of cookie dough and flatten each portion into a disk.
2. Place a frozen cheesecake filling portion in the center of each disk and wrap the cookie dough around it, sealing the edges completely.
3. Roll into a smooth ball and place on the prepared baking sheets, spacing cookies about 2 inches apart.

Step 4: Bake the cookies

1. Bake for 12-14 minutes, or until the edges are lightly golden and the tops are just set.
2. Allow the cookies to cool on the baking sheets for 5 minutes before transferring them to a wire rack to cool completely.

Step 5: Serve
Serve these cookies at room temperature or slightly chilled for an extra cheesecake-like texture!