To make the dough: In a large bowl, whisk together the flour, yeast, sugar, salt and lemon zest. Stir in the warmed water, milk, butter, eggs and vanilla. Using a wooden spoon, mix until the dough clears the sides of the bowl. Knead by hand a few minutes adding more flour a tablespoon at a time if needed.
Lightly oil a large clean bowl and transfer the dough to the new bowl. Cover with plastic wrap and refrigerate the dough overnight.
To make the rolls: Let the dough come to room temperature. Butter an 8-inch square pan.
Lightly flour a large work surface. Roll out the dough to a 12-inch by 19-inch rectangle, cutting away any scraps as needed.
In a bowl, mix together the filling ingredients until evenly coated. Spread the filling evenly over the dough. Starting with the long side closest to you, roll the dough as tightly as possible, tucking in any blueberries that may escape. Place the end seam side down and tuck the sides of the roll under. Using a sharp knife, cut the dough into 9 equal pieces.
Place each piece into the prepared pan. Cover the pan with a clean, slightly damp towel and let the dough rise for 45 minutes.
Preheat oven to 350 degrees.
Place the rack in the center of the oven. Bake the rolls for about 40-45 minutes or until the tops of the rolls are golden and a toothpick inserted in the center roll comes out clean. Transfer the pan to a wire rack and let cool completely.
Whisk together the icing ingredients until smooth, but not too think. Separate the cooled buns and place them on a rack over a sheet of parchment paper. Drizzle with icing and let rest until the icing has hardened. Serve at room temperature.