To prepare the instant lemon curd, Whisk the sugar and the Clabber Girl Corn Starch in a microwaveable glass mixing bowl or a 2 or 4 cup glass measuring cup. Whisk in the milk until smooth and microwave on high for 3 1/2 minutes. Whisk again. Microwave an additional 2 or 3 times for 30-45 second intervals, whisking after each interval, until the mixture thickens to the consistency of a thin gravy or sauce. Whisk in the cold butter until completely dissolved and smooth. Fold in the desired amount of lemon zest, cover with plastic wrap pressed directly on the surface, cool and refrigerate.
Preheat oven to 350 degrees F. Line baking sheets with parchment paper or silicone liners.
Whisk together the flour, baking soda, and salt. Set aside.
Using an electric mixer on medium speed, beat the cream cheese, butter, sugar, and vanilla until light and fluffy.
Reduce mixer speed to low. Gradually add the flour mixture, mixing just until combined.
Using a tablespoonful of dough at a time, roll the dough into balls and place on the prepared pans, leaving about 2 inches between the cookies.
Bake 10 to 14 minutes, or until the edges of the cookies are lightly browned.
While the cookies are still warm, use the end of a wooden spoon to make an indention in the top of each cookie. After the cookies have cooled for 5 minutes, transfer the cookies to a wire rack to cool completely.
Fill the indentions of each cooled cookie with 1/2 to 1 teaspoon of lemon curd.