Preheat your oven to 350F (175C). Line an 8X8-inch baking pan with parchment paper and set aside.
Make the Crumble: In a large bowl, whisk together the flour, oats, and baking soda.
In another bowl, combine softened butter, brown sugar, and vanilla extract.
Combine Wet and Dry Ingredients: Mix the wet and dry ingredients until combined. Reserve 3/4 cup of the mixture for topping. Press the rest into the prepared pan.
Bake: Bake for 10 minutes.
Prepare the Filling: While the crust bakes, whisk together sweetened condensed milk, sour cream, egg yolk, lemon juice, lemon zest, and vanilla until smooth.
Assemble the Crust: Pour filling over baked crust and sprinkle reserved crumble evenly over the filling.
Bake: Bake for another 17 to 20 minutes until golden.
Cool: Cool completely before slicing into squares.