Preheat oven to 350ºF. Line a 13x9 inch pan with non-stick foil or line with regular foil and spray with cooking spray.
Combine the oats, flour, sugar, brown sugar and salt in the bowl of a food processor. Add the butter and pulse until crumbly. Add the nuts and coconut and pulse once or twice to mix. Measure out about 1 2/3 cups of crumbly mixture and set aside, then press the rest into bottom of pan. Bake for 15 minutes and then spread with preserves.
Meanwhile, wipe out the food processor and add the softened cream cheese, sugar, egg, vanilla and lemon juice; Process until smooth. Carefully drop spoonful’s over the preserves, spreading gently to cover the jam the best that you can. Sprinkle reserved crumbly mixture over the top. Return to oven and bake for about 20 to 25 minutes or until top is lightly browned. Cool at room temperature for about an hour, then transfer to the refrigerator and chill for several hours. Lift bars from pan and cut into 32 squares.