Pour the warmed milk into the bowl of a stand mixer with a dough hook attachment.
Add the sugar and yeast and stir to moisten.
Allow to sit for 5 minutes or until foamy.
Add the flour and salt and turn mixer on low to start to blend.
When the dough starts to look shaggy, add the eggs, one at a time, followed by the melted shortening and melted butter.
Mix on medium speed until a smooth dough is formed (about 5-10 minutes). Check the bottom of the mixer bowl during this part to make sure no ingredients are stuck to the bottom.
Grease a large bowl with oil and place the doughball in the bowl, turning it to coat all sides with oil.
Cover with a damp towel and place in a warm, draft free area and allow to rise for 1-2 hours or until doubled in size.
While the dough is rising, prepare the filling.
In a medium saucepan, combine the blueberries, sugar, corn starch, lemon juice, almond extract, lemon zest, cinnamon and salt.
Cook on low heat until the blueberries start to break down (frozen berries will take longer).
Increase heat to medium and bring the mixture to a boil, stirring frequently and mashing the berries with a wooden spoon.
Cook until the mixture is thickened.
Remove from heat.
Chill in the refrigerator until ready for use.
Filling the dough
Spray a 9×13-inch pan with Baker’s Joy® No Stick Spray with Flour; set aside.
Punch down the dough in the bowl and then place onto a lightly floured surface.
Use a rolling pin to form the dough into a 14×14-inch square, dusting with flour as needed.
Reserve 2 tablespoons of the blueberry filling then spread the remaining chilled blueberry filling over the dough, leaving some empty space (about 1 inch) on the sides and at the end furthest from you.
Roll the dough up starting with the side closest to you.
Slice the dough into 12 equal sized pieces.
Place the rolls, cut side down, in the prepared pan.
Cover with the towel again and place back in the warm, draft-free location.
Allow to rise another 1-2 hours or until doubled in size.
Prepare the frosting while the rolls rise.
In the bowl of a mixer with a paddle attachment, combine the cream cheese, shortening, salt and extract.
Blend on medium speed until creamy.
Add the powdered sugar, ½ cup at a time, and blend.
Add the reserved blueberry filling and stir to incorporate (leave some streaks for a fun look).
Store in the refrigerator.
Preheat the oven to 375˚F.
Bake the rolls for 18-20 minutes or until they start to brown on the sides.
Remove from the oven and allow to cool for 15 minutes before frosting.