Step 1: Preheat oven to 350 degrees.
Step 2: Grease a 8 x 8-inch baking pan.
Step 3: To make the crust; In a medium mixing bowl, whisk together flour, rolled oats, salt and baking soda. Stir in granulated sugar and brown sugar and mix until no clumps of sugar remain. Stir vanilla into melted butter and pour mixture over dry ingredients. Using a spoon, stir mixture until evenly moistened. Sprinkle half of the crumb mixture into the bottom of baking dish and gently press into an even layer. Bake in preheated oven 15 minutes. Remove from oven and set aside (leaving oven heat at 350 degrees).
Step 4: To make filling; In a mixing bowl, whisk together sweetened condensed milk, lemon zest, lemon juice, egg yolks and lemon extract until well blended. Pour mixture over crumb crust in baking dish and spread into an even layer. Sprinkle top evenly with remaining crumb mixture.
Step 5: Bake in for 23-25 minutes until lightly golden.
Step 6: Remove from oven and allow to cool at room temperature, once cool cover and refrigerate 30 minutes to 1 hour. Remove and cut into squares.
Step 7: Store in airtight container in refrigerator.
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