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In the bowl of a stand mixer fitted with a paddle attachment, combine milk, sugar, canola oil, and yeast. Let sit until bubbly, about 5 minutes. Add flour slowly and beat until combined. Switch to dough hook and knead for about 5 minutes until the dough is smooth and stretchy.
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Spray a large bowl with oil and transfer the dough into it, turning to coat. Cover with a towel and allow to rise until doubled, about an hour.
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Transfer dough to a lightly floured surface and roll into a 10x15" rectangle. Spread softened butter over top. Sprinkle sugar and lemon zest over the butter and top with the blueberries. Roll it up jelly roll style, pinching to seal. Slice into 12 rolls and place in a greased 9x13" pan. Cover and let rise until doubled, about 30 minutes.
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Preheat oven to 375F. Bake rolls for 15 to 20 minutes or until golden brown and cooked through.
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While they are baking, beat together the softened cream cheese, lemon juice, powdered sugar, and lemon zest until smooth.
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Once the rolls come out of the oven, spread the glaze over top.