Preheat Oven: 350 degrees

In a medium mixing bowl, mix together eggs, oil, sugar, cheese and vanilla.  Next, add baking powder and flour to the bowl and mix well to combine. Finally, add the lemon zest and give it one more good stir. 2.  Knead the dough until smooth. 3.  Flour a rolling pin and roll out to roughly 1/8 inch thin on a floured board. 4.  Using a round cookie cutter or a drinking glass with a wide opening, cut out circles (use the scraps to make cookies as well, just keep forming into a large ball and rolling out thin and repeat process until dough is done). 5. Put a small dollop of filling in the center of each circle. 6. Have a glass or small bowl of a little bit of cold water near by so that you can dip your fingers in to help fold the dough into three sides over the filling forming a triangle (water acts as a glue to the dough and will help edges stick). 7.  Bake at 350 degrees for 15 minutes on a greased cookie sheet.