Preheat the oven to 350 degrees F (175 degrees C) and line a 9x13-inch baking dish or rimmed baking sheet with parchment.

Brush each roll with melted butter and bake until lightly toasted, about 5 minutes.

Combine cheesecake filling, lemon curd, and 1 teaspoon lemon zest in a bowl and stir well.

Transfer mixture to a piping bag or large resealable plastic bag and make a small cut in one corner.

Cut a small opening into the side of each roll with a paring knife, ensuring you can pipe the filling without piercing through.

Fill each roll with approximately 1 1/2 tablespoons of filling, then place back in the baking dish.

In a small saucepan, bring sugar and water to a simmer over medium-high heat. Reduce heat to medium-low and cook, without stirring, until golden brown (about 10 minutes), then remove from heat.

Dip the top of each roll carefully into the hardened sugar mixture and place upright on a rack over a baking sheet lined with parchment paper.