Prepare the dough by mixing the dry ingredients.
In a microwave-safe bowl, warm the milk and dissolve the yeast in it.
Cut in the cold butter until the mixture resembles coarse crumbs.
Add the warm milk mixture and beaten egg to the dry ingredients.
Knead the dough on a floured surface until smooth, then let it rest.
Prepare the cream cheese filling by blending the cheese with powdered sugar and (optionally) vanilla.
Make the streusel topping by mixing together brown sugar, oats, flour, cinnamon, and butter.
Roll out the dough and cut into squares, then fill with cream cheese and blueberries.
Top each filled square with streusel mixture before baking.
Bake in a preheated oven until golden brown and bubbly.
Cool on a wire rack before serving.