Prepare the cookie dough by whisking together the all-purpose flour, baking soda, and salt in a bowl. In another bowl, beat the softened unsalted butter and cream cheese until creamy, then add granulated sugar and the large egg, mixing well. Blend in lemon zest, lemon juice, vanilla extract, and sweetened shredded coconut.
For the cheesecake filling, beat the softened cream cheese until smooth, then add powdered sugar, vanilla extract, and sour cream, mixing until silky.
Preheat the oven to 350°F (175°C). Shape the cookie dough into balls and create indentations, filling them with cheesecake filling.
Bake for 10-12 minutes, watching for a golden-brown edge and slightly soft center.
Sprinkle with additional coconut after baking, let cool briefly, and transfer to a wire rack to cool completely.