In a big bowl beat cream cheese, butter, and sugar together with an electric mixer until fluffy.
On low speed add flour, beat until just combined.
Add vanilla and lemon zest and knead into the cookie dough by hand.
Divide dough into three pieces, flatten each section into a disk, and wrap with plastic wrap.
Place in refrigerator for at least 20 minutes.
Preheat oven to 375F.
Working each dough portion one at a time, roll out the dough and, with the rim of a drinking glass, cut out cookie.
Spoon 1 tsp. of blue-berry jam into center of circle and pinch up the sides into familiar hamantaschen shape.
Mix egg yolk with a teaspoon or two of water; brush dough with egg wash.
Bake until hamantaschen are golden brown, about 15 minutes.
Recipe yields about 3 dozen.