Warm the milk and water to about 115°F. Mix with sugar and yeast. Let it sit until foamy to confirm it is active.
Place the dough in a greased bowl. Cover it and let it rise in a warm area until it doubles in size.
Roll the dough into a rectangle. Spread butter, sugar, lemon zest, and blueberries evenly. Roll tightly into a log shape.
Cut into 16 equal pieces. Arrange them in a greased baking pan. Allow them to rise again until puffy.
Bake at 350°F until golden brown. Once slightly cooled, spread the lemon cream cheese glaze on top before serving.