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In a small bowl, whisk together the cream cheese, sugar, vanilla extract, and egg yolk until you have a smooth mixture.
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Preheat your oven to 425 degrees. Spray your baking pan with baking spray- you want the spray to coat the top of the pan mostly to prevent overhang from sticking. Line with paper cups.
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Once your batter has rested for a full 30 minutes, scoop about half of the batter evenly into your prepared pan, and spread the batter to completely cover the bottom of the muffin tin cups. Add a dollop of the cheesecake filling, topped with a dollop of the blueberry jam to each cup. Then top each muffin tin cup with the remaining batter, spreading evenly.
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The muffin cups should be very full here, with the batter coming up almost the top of the cups. Generously sprinkle the tops with the coarse sugar.
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Bake for 22-26 minutes, or until the muffins are puffed, lightly golden brown, and a toothpick comes out with just a few crumbs on it. Once removed from the oven, use a butter knife to ensure that any overhanging parts don't stick to the pan. Cool the muffins completely in the pan, and enjoy!