Preheat the oven to 180°C (350°F/Gas 4) and grease three baking trays.
Cream the butter, icing sugar and egg yolk in a bowl using electric beaters until pale and fluffy, then beat in the cream cheese, vanilla and lemon zest until smooth. Combine the flour, baking powder, bicarbonate of soda and ¼teaspoon salt in a large bowl and, using a wooden spoon, gradually stir into the creamed mixture until a soft dough forms. Set aside for 5–10 minutes, or until the dough firms up.
Break off small (15g/½oz) pieces of dough, shape into balls and flatten slightly to make 4cm (1½inch) rounds. Transfer to the prepared trays and make a small indent in the centre of each with your thumb. Spoon ¼teaspoon of apricot jam into one-third of the biscuits, ¾teaspoon blueberry jam into one-third, and ¼ teaspoon of raspberry jam into the remaining biscuits.
Bake for 10–12 minutes, or until light golden. Cool on the trays for 2 minutes, then transfer to a wire rack to cool completely. These biscuits are best eaten the same day but will keep, stored in an airtight container, for up to 2 days.