Preheat the oven to 350°F (175°C). Thoroughly grease and lightly flour a 10 to 12-cup Bundt pan.
Make the cheesecake filling by beating the softened cream cheese and sugar until smooth. Add the egg, vanilla, and flour, then mix until combined. Fold in the finely chopped Lemon Oreos.
In a separate bowl, whisk together the flour, baking powder, baking soda, and salt.
Beat the softened butter and sugar in a large bowl for 3 to 4 minutes, until light and fluffy.
Add the eggs one at a time, mixing after each addition. Scrape the sides of the bowl as needed.
Mix in the lemon zest, lemon juice, and vanilla extract.
Add the dry ingredients in portions, alternating with the sour cream. Mix on low speed and stop as soon as the batter is combined.
Gently fold the roughly chopped Lemon Oreos into the cake batter.
Spoon about half of the batter into the prepared Bundt pan. Spread it evenly and create a shallow channel in the center.
Carefully spoon the cheesecake filling into the center, keeping it away from the outer and inner edges of the pan.
Cover the cheesecake layer completely with the remaining cake batter. Smooth the surface gently.
Bake for 50 to 60 minutes, or until the cake is golden and a toothpick inserted into the cake portion comes out clean or with a few moist crumbs.
Let the cake cool in the pan for 15 to 20 minutes. Carefully invert it onto a wire rack and allow it to cool completely.
Make the glaze by beating the cream cheese until smooth. Add the powdered sugar, lemon juice, and lemon zest. Gradually add milk until the glaze reaches a thick, drizzleable consistency.
Drizzle the glaze over the completely cooled Bundt cake.
Finish with crushed Lemon Oreos and a little fresh lemon zest, if desired
For cleaner slices, refrigerate the finished cake for 30 to 60 minutes before serving.