Lightly grease 16 - 2 1/2 inch muffin cups. Remove cinnamon rolls from pkg; set icing aside. Cut each cinnamon roll in half crosswise. Press a roll half in bottom and about 1/2 inch up the side of each muffin cup.
In a small bowl stir together blueberries, preserves and lemon peel. Spoon filling into muffin cups. Sprinkle with pecans.
Bake in a 375 degree oven for about 12 mins or until golden brown. Cool in muffin cups on wire rack for 5 minutes Remove from muffin cups and place on wire rack to cool for 5 minutes
Place icing from the package in a small bowl. If necessary, stir in a little milk to make icing of drizzling consistency. Drizzle icing over rolls. Serve rolls warm.