To the bowl of your mixer, add the warm milk, active dry yeast and a teaspoon of the sugar (you can take it from the ¼ cup of sugar). Stir it a bit, and let it sit for about 5 minutes. If the yeast is good, it will start to froth up.
In the same bowl, add 3 cups of flour, remaining granulated sugar, salt, melted butter, egg and lemon zest. Mix well until well incorporated and the dough comes clean from the side of the bowl, add the remaining flour as needed.
Place the dough into an oiled bowl, cover and let rise in a warm place about 1 hour or until the dough has doubled in size.
In a medium saucepan, combine the blueberries, granulated sugar, lemon zest and lemon juice. Cook over medium heat, stirring frequently, until the blueberries release their juices and the mixture thickens, about 10-15 minutes. Remove from heat and let cool slightly.
Punch down the dough and roll it out on a floured surface into a 15x9-inch rectangle. Brush the melted butter over the dough. Scatter the blueberry mixture over the dough.
Starting from the long side, tightly roll up the dough into a log. Cut into 12 even slices and place them cut side up in a greased 9x13-inch baking dish. Cover and let rise until doubled, about 30 minutes.
Preheat your oven to 375°F (190°C). Bake the rolls for 25 minutes, or until golden brown.
In a small bowl, whisk together the powdered sugar, lemon juice, and lemon zest until smooth.
Drizzle the lemon glaze over the warm rolls.