Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a medium bowl, whisk together the flour, shredded coconut, baking powder, and salt.
In a large bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy.
Add the egg, vanilla extract, lemon zest, and lemon juice to the butter mixture, and mix until well combined.
Gradually add the dry ingredients to the wet ingredients, mixing just until combined.
In a separate bowl, beat the softened cream cheese and powdered sugar together until smooth.
Scoop a tablespoon of cookie dough onto the prepared baking sheet, then make a small indentation in the center of each cookie.
Fill each indentation with about a teaspoon of the cream cheese mixture.
Bake for 12-15 minutes or until the edges are lightly golden.
Allow the cookies to cool on the baking sheet for 5 minutes before transferring them to a wire rack to cool completely.