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While crust cools, in a medium-sized bowl, thoroughly combine the cream cheese, zests, and salt with rubber spatula until softened, creamy.
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Add sweetened condensed milk until no lumps of cream cheese remain; whisk in egg yolks. Take care all is mixed well.
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Add juices and gently whisk until combined (mixture will thicken slightly).
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Pour filling into crust; spread evenly to corners and smooth with rubber spatula.
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Bake until set and edges begin to pull away slightly from sides, 15 to 20 minutes. Cool on wire rack to room temperature, 1 to 1 1/2 hours.
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Cover and refrigerate until completely chilled, at least 2 hours.
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Lift bars from baking pan using the parchment edges; cut bars into squares.
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Let bars stand at room temperature about 15 minutes before cutting.
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Sprinkle with powdered sugar, if using, and serve.
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Leftovers can be refrigerated up to 2 days; crust will soften slightly.