Preheat the oven and line baking sheets with parchment paper.
Whisk together the flour, baking powder, baking soda, and salt.
Cream the butter and sugars until fluffy, then mix in the egg yolks, vanilla, and lemon zest.
Add the dry ingredients to the wet ingredients and mix until combined.
Chill the dough, then scoop portions and flatten them. Place a frozen cheesecake ball in the center, encase it with dough, and roll into balls.
Roll the cookie dough balls in the lemon sugar.
Bake until golden brown, then cool on a wire rack.