For the cookie bars: Preheat the oven to 375 degrees F.
Cream together the granulated sugar, butter and orange zest in the bowl of an electric mixer fitted with a paddle attachment until pale and fluffy, 1 to 2 minutes. Add the eggs one at a time, mixing in between, then the vanilla. Mix until fully incorporated.
Sift together the flour, baking powder and salt in a bowl. Add half the dry ingredients to the butter-sugar mixture, mixing, then add half the milk. Add the remaining dry ingredients followed by the remaining milk and mix until the dough comes together.
Press two-thirds of the dough into the bottom of a 9-by-13-inch glass baking dish. Pour over the cherry pie filling and spread it out evenly. Drop spoonfuls of the remaining dough over the pie filling. Bake until the edges and top are golden and the center is set, 35 to 40 minutes. Let the bars cool and set, 15 to 20 minutes.
For the glaze. Add the confectioners' sugar, milk and lemon zest to a bowl and stir until smooth. Drizzle over the bars. Cut into bars in the baking dish and serve.