Make the filling first: Combine the frozen blueberries, sugar, and cornstarch in a bowl. Gently toss around and let sit while you prepare the dough.
Make the dough: Set aside 1/2 cup of flour. In a large bowl, add the remaining flour, sugar, salt, and yeast. Whisk together until evenly dispersed. Set aside.
Heat the water, milk, and butter together in the microwave until the butter is melted and the mixture is hot to touch. About 120-130°F. Stir the butter mixture into the flour mixture. Add the egg and only enough of the reserved flour to make a soft dough. Dough will be ready when it gently pulls away from the side of the bowl and has an elastic consistency.
On a lightly floured surface, knead the dough for about 5-6 minutes. Place in a lightly greased bowl and let rest for about 10 minutes.
Fill the rolls: After 10 minutes, roll the dough out in a 14x8-inch rectangle. Pour the sugared blueberries on top and gently spread them to cover the dough surface. Starting with the long end, roll up the dough tightly. Cut into 11 even pieces and place in a lightly greased 9-inch round pan. Loosely cover the rolls with aluminum foil and allow to rise in a warm, draft-free place for 2-3 hours.
After the rolls have doubled in size, preheat the oven to 375°F. Remove foil; bake for 25-30 minutes until lightly browned. If needed, tent rolls with aluminum foil after 15 minutes to avoid heavy browning.
Make the glaze: Right before serving, top your blueberry rolls with glaze. Mix all of the glaze ingredients together. If you prefer a thicker glaze, add more powdered sugar and then add salt to cut the sweetness, if desired. If you'd like it thinner, add more lemon juice or cream. Pour/drizzle over sweet rolls.