In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, instant yeast, and salt until well-combined. Gradually add the warm milk, large egg, and softened butter, mixing until a soft dough forms.

Transfer the dough onto a lightly floured surface and begin kneading it for 8-10 minutes until smooth and elastic.

Place the kneaded dough in a greased bowl, cover with a kitchen towel, and let it rise in a warm spot for about 1 hour.

While the dough rises, prepare the vanilla cheesecake filling by beating together the cream cheese, powdered sugar, vanilla extract, and egg yolk until smooth.

In a saucepan, combine the blueberries, sugar, and lemon juice, simmering for about 5-7 minutes, then thicken with cornstarch mixed with water.

Once risen, punch down the dough and divide into 10-12 equal pieces, rolling each into a smooth ball.

Create indents in the center of each flattened ball for the cheesecake filling.

Fill each bun with cheesecake filling and blueberry compote, adding crumble topping if desired.

Preheat the oven to 350°F (180°C), place the buns on a baking sheet, brush with melted butter, and bake for 18-22 minutes.

Cool on a wire rack for at least 10-15 minutes before serving.