To make the rolls, in a large bowl or the bowl of a stand mixer, dissolve the dry milk in the warm water. Sprinkle the yeast and a pinch of sugar over the top, and stir to combine. Let sit 5-10 minutes, or until the yeast is bubbling. Add the sugar, salt, butter, egg, and 1 cup of flour, and mix to combine. Add another cup of flour and mix until combined. Add the remaining flour, 1/4 cup at a time, and knead until a soft and smooth dough forms. The dough should be soft and slightly tacky. Place the dough in a lightly oiled bowl and let rise until doubled, about 1 hour.
When the dough has nearly finished rising, toss the blueberries with the lemon zest, sugar, and corn starch. Refrigerate until ready to use. Line a 9 x 13 pan with parchment and spray with cooking spray. When the dough has risen, roll it out into a 12 x 18 rectangle. Sprinkle the blueberry mixture over the dough and roll the dough up tightly into a log. Slice into 12 equal sized pieces and arrange in the prepared baking dish. Let rise for one hour, or until doubled. When the dough is nearly done rising, preheat the oven to 375. Bake 18-20 minutes, or until golden on top. Remove from oven and let cool slightly.
While the rolls are cooling, beat together the cream cheese and butter until light and fluffy. Add the powdered sugar, vanilla, lemon zest, and lemon juice, and beat until smooth. Spread the glaze over the warm rolls and enjoy!