Heat the milk to lukewarm (37ºC). Dissolve the fresh yeast into the milk or, for active dry yeast, allow it to bloom as per package instructions.
Combine granulated sugar, flour, eggs, and salt. With a dough hook, mix on medium speed until incorporated, then knead for 4 minutes.
Add softened butter in two parts until fully blended. Continue kneading for 8–10 minutes until smooth and elastic.
Transfer the dough to a bowl, cover, and let rise for 1 hour or until doubled in size.
Prepare the blueberry filling by simmering blueberries, sugar, lemon juice, vanilla, and cinnamon. Stir frequently, mash the fruit, and thicken with cornstarch slurry. Cool completely.
Roll the dough out into a rectangle (5mm thick). Spread blueberry jam evenly over the surface and roll into a log.
Slice into 12 even pieces using unflavored dental floss or a serrated knife. Place each roll into a parchment-lined tray and let rise for 45 minutes.
Bake at 190ºC/375ºF for 21–22 minutes. Cover with foil halfway through if browning too quickly.
Mix cream cheese, powdered sugar, blueberry jam, and vanilla into a smooth frosting. Spread generously over cooled rolls.