To make the cookies:
Preheat oven to 350-degrees
Cream together the butter and cream cheese until smooth.
Add the confectioner's sugar and vanilla extract and blend until smooth.
Add the flour and salt and blend until the dough just comes together and all the ingredients are incorporated.
Roll the dough into balls approximately 1" in diameter and then roll the balls into colored sugar (if desired).
Place the dough balls onto prepared baking sheets and flatten each ball lightly with a spatula.
Press an indentation into the center of each cookie using your thumb or another small device.
Bake the cookies in a preheated oven for 18-20 minutes.
Remove the cookies and cool completely before adding the cheesecake topping.
To make the cheesecake topping:
In a medium bowl, blend together the cream cheese, sweetened condensed milk, and lemon until smooth and creamy.
Add the cheesecake topping to a piping bag or zip-top bag (snipping off a small piece of the corner) and pipe the cheesecake topping into the center indentation of each cookie.
Store the cookies in the refrigerator for up to 5 days, if needed.