In a large mixing bowl, combine 3 cups of all-purpose flour, 1/4 cup of granulated sugar, 2 teaspoons of instant yeast, and 1 teaspoon of salt. Warm 1 cup of milk until it's slightly hot to the touch, then whisk in 1 large egg and 1/4 cup of softened butter. Pour the wet ingredients into the dry, mixing until a soft, slightly sticky dough forms—this should take about 3-4 minutes.

Turn the dough onto a floured surface and begin kneading. Use your palms to push the dough away from you, folding it over itself, and repeat for about 8-10 minutes until the dough is smooth and elastic. Place it in a greased bowl, cover it with a kitchen towel, and let it rise in a warm area for 1 hour or until doubled in size.

In a medium bowl, beat together 8 ounces of cream cheese, 1/2 cup of powdered sugar, 1 teaspoon of vanilla extract, and 1 large egg yolk using an electric mixer until the mixture is smooth and creamy. Refrigerate for about 15-20 minutes.

In a saucepan over medium heat, combine 2 cups of blueberries, 1/4 cup of sugar, and 1 tablespoon of lemon juice. Cook for about 5 minutes until the blueberries start to soften. Mix 1 tablespoon of cornstarch with 1 tablespoon of cold water to create a slurry, then stir it into the blueberry mix until it thickens for 1-2 minutes.

Once the dough has risen, punch it down gently to release the air. Divide it into 10-12 equal pieces and shape each into a ball. Flatten each ball slightly and create an indent for the filling.

Spoon cheese filling into each indent followed by a dollop of blueberry compote. Fold the edges of the dough over the filling and pinch to seal.

Preheat your oven to 180°C (350°F). Place filled buns seam-side down on a parchment-lined baking sheet. Brush with egg wash if desired. Bake for 18-22 minutes until golden brown.

Allow the buns to cool on a wire rack for about 10 minutes. Dust with powdered sugar or drizzle with vanilla glaze before serving.