In a stand mixer fitted with the dough hook, combine the warm milk, yeast, sugar, butter and egg. Gradually mix in the flour and salt on low speed until incorporated (about 5 minutes). Increase speed to medium and beat until the dough is smooth, elastic and slightly sticky (about 3 minutes).
Transfer dough to a medium bowl lightly sprayed with cooking spray. Cover with plastic wrap and let rise in warm area until doubled in size, about 1 hour.
Meanwhile, in a small saucepan, combine the blueberries, sugar and cornstarch. Cook over medium-high heat, stirring often, as the berries break down and release their liquid. Bring to a boil, stirring constantly, until the liquid thickens and is syrupy (about 3-4 minutes). Transfer to a bowl and chill for 30 minutes, or until completely cooled.
Lightly spray a 9x13 inch pan.
Punch down the dough to release the air and transfer to a lightly floured surface. Roll dough into a 12x18 inch rectangle, dusting with flour if needed to prevent sticking.
Using a spatula, spread the blueberry filling over the dough, leaving a ½ inch border. Starting on the short side, roll up the dough tightly away from you to make a 12-inch long roll. Using a sharp knife, cut the dough into 12 one inch thick slices. Place them cut side up in prepared baking pan and cover with plastic wrap. Let rise in a warm place until doubled in size, about 45 minutes.
Preheat oven to 350°F. Bake the rolls until lightly browned, about 18-20 minutes.