Warm up the milk and melt butter in the milk. Be careful not to get the milk too warm, it should just be a bit more than handwarm. (note 1)
Stir in the dry yeast and set aside for a couple of minutes until it looks foamy.
Add flour, sugar, salt, lemon zest and egg into bowl, pour in yeast milk and knead 5 for minutes until the dough doesn't stick to the bowl anymore. (note 2)
Let the dough rise for 60 minutes or until doubled .(note 3)
Preheat oven to 360°F.
Roll out the dough to a rectangle, (dough should not be sticky and easy to work with, add a bit of flour if it is sticky anyway)
Spread first cream cheese, then lemon curd evenly and top with blueberries.
Roll from the long side and cut into 12 slices.
Place slices open side up into pan and bake on middle rack for 20-30 minutes or until golden brown.
Mix ingredients for topping with a whisk and drizzle over rolls after they have cooled down a bit.
Notes
Note 1: I microwave the milk quickly for 30-45 seconds. It should not get warmer than 116°F otherwise it will kill the yeast and the dough won't riseNote 2: If it doesn't come off the bowl after 1 minute of kneading, add another 1 or 2 teaspoons of flour and keep kneading.Note 3: The dough is heavier due to the egg and the butter than pizza dough for example, so it won't rise as much and feel a bit denser/heavier. It's great to work with though. You should not need any flour to work with it or only very little.