Put room temperature butter and sweetened condensed milk in a bowl. Use a hand mixer and mix until fluffy for about 2 minutes
Add the egg and continue to mix.
Then add the vanilla extract and grated lemon zest. Continue mixing until well blended.
Add the flour with baking powder and mix the dough with a rubber spatula
Finally add the pieces of white chocolate and mix it with the dough.
Scoop up the dough and place it on parchment paper. Bake for 5 minutes at 250C.
Filling
Mix room temperature butter and cream cheese fluffy using a hand mixer.
Add lemon juice and zest from half a lemon and icing sugar. Mix until well blended. Place the cream cheese filling in the refrigerator while the cookies cool.
When the cookies have cooled, cut the top of each cookie. It will look like the cookie is not baked enough in the middle, but that's exactly how we want it to be.
Add the cream cheese filling and place on top again.
Dust the cookies with some icing sugar.
Notes
Store them in the refrigerator and take them out 10 minutes before serving so that the filling is soft and creamy.
You can keep them in an air tight container in the refrigerator for up to 5 days.