1. In the bowl of a stand mixer fitted with the dough hook attachment, combine the warm milk, dry active yeast, sugar, melted and cooled Kerrygold salted butter, and egg. Whisk to combine, and let rest for 5 minutes to activate the yeast.
  2. Add the unbleached all purpose flour and the kosher salt to the bowl. With the mixer on medium low, knead the dough for 12-15 minutes until it comes together, and forms a smooth ball. Remove the dough hook, then place the dough in a very lightly oiled bowl, and cover with plastic wrap. Let the dough rise at room temperature for about 1 hour or until it has doubled in size.
  3. Meanwhile, make the cream cheese filling. In a large mixing bowl, combine the room temperature cream cheese, sour cream, vanilla extract, sugar, egg, and lemon zest. Use a handheld mixer or a whisk to combine the ingredients until very smooth. Place the mixture into a piping bag, or a zip top bag, then set aside.
  4. Generously flour your work surface, and pour the risen dough out onto the work surface.
  5. Line a baking sheet with parchment paper. Divide the dough into 9 equal pieces. Each piece should weigh about 100 grams.
  6. Pinch the edges of the dough under, and roll each piece of dough into a round ball. Place the dough balls onto the prepared baking sheet, spaced about 2 inches apart. Cover the baking sheet loosely with a kitchen towel, and let the dough rest for another 20 minutes.
  7. Preheat the oven to 350 degrees F.
  8. Press the bottom of a drinking glass, or a measuring cup into the center of each dough ball to create an indentation. Pipe the cream filling into the center of each bun.
  9. Spoon a scant tablespoon of blueberry jam into the center of the cream filling. Then top each buns with 6 or 7 blueberries.
  10. Brush the beaten egg around the perimeter of each bun, and bake for 25 minutes until golden brown. Sprinkle the warm buns lightly with powdered sugar.