Pour warm milk into a large bowl. Add two tablespoons of sugar and the yeast. Stir gently and wait 5 to 10 minutes until it looks frothy and bubbly.

Add remaining sugar, melted butter, eggs, and salt to the yeast mixture. Stir well. Gradually add flour until a soft, shaggy dough forms.

Knead the dough on a floured surface for 8 minutes. It should become smooth and elastic. If it feels too sticky, add one tablespoon of flour at a time.

Place the dough into an oiled bowl. Cover it tightly with a damp towel. Let it rise in a warm place for 1 hour, or until it doubles in size.

Combine blueberries, sugar, and lemon juice in a saucepan over medium heat. Cook for 5 minutes until berries burst. Stir in cornstarch slurry and thicken for 2 minutes. Cool completely.

In a medium bowl, beat softened cream cheese and sugar until creamy. Add the egg yolk and vanilla extract. Beat again until the mixture is completely smooth and lump-free.

Punch down the risen dough. Roll it out on a floured surface into a large 12x18-inch rectangle. Keep the thickness as even as possible across the entire rectangle.

Spread the cheesecake filling evenly over the dough, leaving a small border at the edges. Gently spoon the cooled blueberry jam directly over the cream cheese layer.

Roll the dough tightly from the long edge into a log. Use sharp thread or dental floss to slice the log into 12 equal, neat rolls.

Place the sliced rolls inside a lined 9x13-inch baking dish. Cover them lightly with a towel. Let them rise for 30 minutes until they puff up together.

Bake in a preheated oven at 350°F (175°C) for 22 to 25 minutes. The tops should look golden brown, and the filling should set nicely.

Whisk powdered sugar, milk, and vanilla until smooth. Drizzle the glaze over warm buns right out of the oven. Serve warm and enjoy your homemade treat!