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

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

Shape the kneaded dough into a ball and place it into a greased bowl. Cover with a towel and let it rise in a warm place for about 1 hour.

Beat together the cream cheese, powdered sugar, vanilla extract, and egg yolk until smooth and creamy. Refrigerate the filling for about 30 minutes.

In a small saucepan, combine the blueberries, lemon juice, and sugar over medium heat. Cook for about 5-7 minutes.

Mix cornstarch with a tablespoon of water to create a slurry and add it to the saucepan, stirring until the compote thickens.

Punch the risen dough down gently and divide it into 10-12 equal pieces, rolling each into a ball. Create an indent for the filling.

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

Preheat the oven to 350°F (180°C). Brush the tops of each bun with melted butter and bake for 18-22 minutes.

After baking, cool the buns on a wire rack and dust with powdered sugar before serving.