Preheat the oven to 350℉. Spray a 9x9-inch square baking pan with cooking spray, or line the pan with parchment paper for easy removal and cutting. Set aside.
In a mixing bowl, add the all-purpose flour, old-fashioned oats, granulated sugar, light brown sugar, and baking soda. Whisk until combined.
1¼ cups all-purpose flour, 1¼ cups old-fashioned oats, 1/2 cup granulated sugar, 1/2 cup light brown sugar, ½ teaspoon baking soda
Add in the melted butter and vanilla extract, and stir until everything is evenly moistened and it resembles coarse wet sand.
12 tablespoons salted butter, 1 teaspoon vanilla extract
Firmly press half of the crumb mixture into the bottom of the prepared pan. Reserve the other half for later, set aside.
Bake the crust for 11-12 minutes. When done, remove from the oven and let it cool slightly while you prepare the lemon filling.
Combine all the lemon filling ingredients into a mixing bowl and stir together until well combined and a smooth mixture.
1 can (14 oz) sweetened condensed milk, 1 tablespoon lemon zest, 1/3 cup freshly squeezed lemon juice, 2 large egg yolks
Pour the lemon filling over top the slightly cooled crust, and then sprinkle the remaining oatmeal crumble mixture over top and gently press it down.
Bake for 22-25 minutes. The middle will still look pale and slightly loose/jiggly, but the edges should be golden brown. *As the bars cool & chill they will set, thicken, and firm up. Remove the pan from the oven and let the bars cool completely inside the pan.
Once cooled to room temperature, cover the pan with a lid or plastic wrap, and refrigerate for 1-2 hours before cutting and serving.
Store the bars in the fridge between serving and eat them chilled for best results.*As the bars sit out at room temperature, they do become softer (mainly the lemon filling).