To create these delicious Blueberry Cheesecake Rolls, follow these easy steps:

1. Prepare the Dough: In a bowl, mix warmed milk, sugar, and yeast. Let it sit for 5-10 minutes until frothy.
2. Combine Ingredients: In a large mixing bowl, combine flour and salt. Add the yeast mixture, melted butter, and egg. Mix until a dough forms.
3. Knead the Dough: On a floured surface, knead the dough for about 5-7 minutes until it becomes smooth and elastic.
4. First Rise: Place the dough in a greased bowl, cover it with a towel, and let it rise in a warm area for about 1 hour or until doubled in size.
5. Prepare the Filling: In a bowl, beat the softened cream cheese, powdered sugar, vanilla extract, lemon juice, and lemon zest until smooth.
6. Roll Out the Dough: After the first rise, punch the dough down and roll it out on a floured surface into a large rectangle, about ¼ inch thick.
7. Spread the Filling: Evenly spread the cream cheese mixture over the dough, leaving a small border around the edges.
8. Add Blueberries: Sprinkle the blueberries evenly over the cream cheese filling.
9. Roll the Dough: Starting from one long side, carefully roll the dough into a tight log. Pinch the seams to seal.
10. Slice the Rolls: Cut the log into 12 equal pieces and place them into a greased baking dish.
11. Second Rise: Cover the baking dish with a towel and let the rolls rise for another 30 minutes.
12. Preheat the Oven: While the rolls are rising, preheat your oven to 350°F (175°C).
13. Egg Wash: Beat a separate egg and brush it on top of the rolls for a golden finish.
14. Bake: Bake the rolls in the preheated oven for 25-30 minutes, or until golden brown.
15. Cool: Remove from the oven and allow the rolls to cool for about 15-20 minutes before serving.

These straightforward steps will guide you in creating scrumptious Blueberry Cheesecake Rolls that are sure to impress!