In a large bowl, combine warm milk and sugar. Sprinkle yeast on top and let sit for 5-10 minutes until foamy. Stir in egg, egg yolk, and melted butter until smooth. Gradually mix in flour and salt until a dough forms.

Knead the dough on a floured surface for 8-10 minutes, or use a stand mixer with dough hook, until smooth and elastic. Place in a greased bowl, cover, and let rise for about 1 hour, or until doubled in size.

While dough rises, combine blueberries, sugar, cornstarch, lemon juice, and lemon zest in a small saucepan. Cook over medium heat, stirring, until thickened and berries soften, about 5 minutes. Let cool completely.

Punch down risen dough and roll out on a floured surface into a 14x9-inch rectangle. Spread cooled blueberry filling evenly over the dough.

Starting from the long side, roll dough tightly into a log. Cut into 9 equal rolls and place in a greased 9-inch square pan. Cover and let rise for 30-45 minutes.

Preheat oven to 350°F. Bake rolls for 25-30 minutes, until lightly golden on top and cooked through.

While rolls cool slightly, beat cream cheese, butter, powdered sugar, lemon juice, lemon zest, and vanilla extract until smooth and creamy. Spread glaze generously over warm rolls.