Preheat oven to 375°F (190°C). Line a 12-cup muffin tin with paper liners or grease with butter and flour.
In a large bowl, whisk together flour, sugar, baking powder, baking soda, and salt until well combined.
In a separate bowl, whisk together buttermilk, oil, eggs, lemon zest, lemon juice, and vanilla until smooth.
Pour wet ingredients into dry ingredients and stir gently with a spatula until just combined. Batter should be thick and slightly lumpy. Do not overmix.
For the filling, beat cream cheese and sugar until smooth. Add egg yolk, lemon juice, and vanilla, mixing until combined.
Spoon 2 tablespoons of batter into each muffin cup. Add 1 tablespoon of cream cheese filling in center, then top with 2 more tablespoons of batter, filling cups 3/4 full.
Optional: Gently swirl with a toothpick for marbled effect. Sprinkle tops with coarse sugar if desired.
Bake for 18-20 minutes, rotating pan halfway, until tops are golden and toothpick inserted into muffin portion comes out clean.
Cool in pan for 5 minutes, then transfer to wire rack. Serve warm or at room temperature.