In a mixing bowl, beat together cream cheese and unsalted butter until smooth. Gradually add powdered sugar, lemon juice, and lemon zest. Freeze for 45–60 minutes.

Cream together butter and powdered sugar until light and fluffy. Add vanilla extract and lemon zest, mixing until incorporated. Gradually add flour and salt to form a dough.

Preheat oven to 350°F (175°C). Scoop and flatten cookie dough in palm, place lemon filling in center, wrap dough around filling, and roll into a ball.

Place dough balls on a baking sheet and bake for 12–14 minutes until lightly golden. Let cool on sheet for 5 minutes.

Roll warm cookies in powdered sugar, then cool completely on a wire rack and roll again in powdered sugar for a snowy finish.