Prepare Blueberry Jam: In a medium saucepan, combine the frozen blueberries, granulated sugar, and cornstarch. Over medium heat, stir continuously until thickened, about 20-25 minutes. Remove from heat and let cool.

Make Dough: Warm the milk to 110°F and bloom the yeast for 5 minutes. In a large mixing bowl, combine flour, sugar, salt, bloomed yeast, eggs, vanilla, lemon zest, and butter. Mix and knead for 7-10 minutes until smooth.

First Rise: Place kneaded dough in a greased bowl, cover, and let it rise in a warm area until doubled, about 1-1.5 hours.

Prepare Filling: In a mixing bowl, blend softened butter, granulated sugar, brown sugar, lemon zest, lemon juice, and salt until smooth.

Assemble Rolls: Roll dough into a large rectangle, spread lemon filling, top with blueberry jam, roll tightly, and cut into 12 equal rolls.

Second Rise: Arrange the rolls in a greased dish, pour heavy cream around them, cover, and let rise again until doubled, about 1 hour.

Bake: Preheat oven to 350°F. Bake rolls for 22-25 minutes until golden brown.

Prepare Frosting: Beat together cream cheese, butter, powdered sugar, lemon zest, and reserved jam until fluffy.

Frost Rolls: Once baked and slightly cooled, spread cream cheese frosting over the tops.