In a large mixing bowl, whisk together the all-purpose flour, granulated sugar, instant yeast, and salt. Gradually pour in the warm milk (around 110°F), then add the egg and softened butter. Stir the mixture until a soft dough forms, ensuring all ingredients are well blended, and then remove the dough onto a floured surface.

Transfer the dough onto a floured surface and knead it for 8-10 minutes until smooth and elastic. Shape it into a ball and place it in a greased bowl, covering it with a clean kitchen towel.

Let the dough rise in a warm area for about 1 hour, or until it doubles in size.

While waiting, prepare the cheesecake filling. In a mixing bowl, beat together the cream cheese, powdered sugar, vanilla extract, and egg yolk until smooth and creamy. Cover and refrigerate.

To make the blueberry compote, combine the blueberries, sugar, and lemon juice in a saucepan over medium heat. Cook for 5-7 minutes until the blueberries burst. Stir in a cornstarch slurry and cook for another minute before removing it from the heat. Let it cool.

Once the dough has risen, punch it down, divide into 10-12 pieces, and shape into balls. Create a small indent in the center of each bun.

Spoon the cheesecake filling into the indents of each bun, followed by a dollop of blueberry compote and optional crumble topping.

Preheat your oven to 350°F (180°C). Brush the tops of the buns with melted butter for a golden finish. Bake for 18-22 minutes until they are golden brown and puffy.

Once baked, remove from the oven and let cool on a wire rack for at least 10 minutes. Dust with powdered sugar before serving.