In a medium saucepan, combine frozen blueberries, granulated sugar, and cornstarch over medium heat. Stir occasionally as you cook for about 20-25 minutes until it thickens.

To activate the yeast, mix it with sugar and warm milk in a small bowl and let sit for 10 minutes until frothy. Combine flour, salt, and a little sugar in a stand mixer.

Once frothy, add eggs, vanilla, lemon zest, softened butter, and the yeast mixture to the flour mixture. Mix until a coherent dough forms and knead for 5-7 minutes.

Shape the kneaded dough into a ball, place in a greased bowl, cover, and let rise for 1 to 1.5 hours until doubled in size.

Mix softened butter, granulated sugar, brown sugar, lemon zest, lemon juice, and a pinch of salt in a bowl to create the lemon filling.

After the rise, punch down the dough, roll into a rectangle, spread the lemon filling, dollop with blueberry jam, roll into a log, and slice into 12 pieces.

Place rolls in a greased baking dish and pour heavy cream around them. Cover and let proof for about 1 hour until doubled in size.

Preheat oven to 350°F (175°C). Bake rolls for 22-25 minutes until golden brown.

In a mixing bowl, beat together cream cheese and butter until smooth. Gradually add powdered sugar, lemon zest, and reserved blueberry jam.

Once cooled, frost the rolls with cream cheese frosting and serve.