Grease and line with parchment paper an 8 x 8 inch deep sided baking pan. Set aside. Preheat oven to 350 degrees F/180 degrees C.
First, make the lemon curd. In a stainless steel bowl placed over simmering water, whisk together the eggs, sugar and lemon juice until blended. Cook, stirring constantly. This is really important, otherwise you risk the chance of it curdling. Continue to stir until it becomes thick. This will take between 5-10 minutes. Once it has reached a lovely thick and creamy texture, immediately remove from heat. Put through a fine strainer to remove any lumps. Cut in the butter and give a good stir. Set aside.
Make the crust by combining the cookie crumbs with the melted butter. Stir to combine. Press the crumbs firmly and evenly into the prepared 8 inch square pan. Cover and refrigerate while you make the filling.
For Filling: In bowl of your electric mixer place the cream cheese, sugar, and flour. Beat on medium speed until smooth. This will only take a couple of minutes. As you are mixing, scrape down the sides as needed. Add the eggs, one at a time, beating well after each addition. Scrape down the sides of the bowl. Add the whipping cream and vanilla extract and beat until incorporated. Remove the crust from the refrigerator and pour the filling.
Spoon the lemon curd over the top. Using a sharp knife, make swirls through the lemon curd.
Bake between 50 - 55 minutes until the cheesecake is baked through and a little wobbly in the centre.
Remove from oven and place on a wire rack to cool for about one hour. Cover and refrigerate for at least two hours before cutting.
Keep chilled in the refrigerator until serving.