Melt butter
Bring milk to room temperature or slightly higher (about 115 F)
Mix milk and butter together
In a mixer bowl combine flour, sugar, salt and dry yeast
Add vanilla extract and egg
Add milk and butter
Using electric stand up mixed with hook attachment knead the dough for about 10 minutes on medium speed. If you do not have a mixed you can knead by hand. The dough is ready when it is smooth to touch and doesn't stick much to your hand.
Cover with a clean towel and place it in a warm area, let it rise until dough doubles in size. Time will vary depending on your climate. It took me an hour.
Risen dough
punch the dough and spread it on well floured surface. Roll it to about an inch thickness
Divide into 10 pieces (as even as you possibly can)
Prepare blueberries and sugar. I used 0.7 oz of blueberries and ¼ tsp of sugar per bun. You can fill as much as you can fit and adjust the sugar to your preferences
Start closing the bun by bringing corners in
Add next 2 corners
Continue pinching the sides to glue all holes together
Continue pinching until all well sealed
Roll into a ball
Place all buns onto baking sheet
Cover with a clean towel and let it rise for 40 minutes
Brush with egg wash
Bake at 350F for 17-18 minutes. Baking time may vary depending on your oven.
Prepare a glaze by combining lemon juice (or water) and powdered sugar
Brush freshly baked buns with glaze
Sprinkle with powdered sugar if desired