Mix the flour, yeast, salt and sugar in a large bowl.
Heat the milk and butter in the microwave until warm.
Add the warm milk mixture and egg to the flour mixture. Mix with an electric mixer until combined.
Add some more flour and mix again until soft dough forms.
Knead the dough on a floured surface for 10 minutes until smooth.
Place dough in a greased bowl and let rise for 1 hour.
Mix the blueberries and lemon zest together.
Roll out the dough into a rectangle. Spread the blueberry mixture on top.
Roll up the dough tightly and slice into 12 rolls.
Place rolls in a pan and let rise again.
Bake at 350 degrees for 30 minutes until golden brown.
Make frosting by mixing cream cheese, butter, powdered sugar, salt and vanilla.
Frost the cooled cinnamon rolls and enjoy!