Activate the yeast.
Combine the lukewarm milk, dry yeast, and granulated sugar in a large mixing bowl. Stir until combined and let stand for 10 minutes, until foamy.
Mix and knead the dough.
Add the eggs, melted and cooled butter, vanilla sugar, flour, and salt. Mix until a dough forms, then knead until smooth and elastic. Keep the dough soft and slightly tacky, adding extra flour only sparingly if needed.
Let the dough rise.
Shape the dough into a ball and cover the bowl. Leave in a warm, draft-free place for about 1 hour, or until doubled in size.
Prepare the filling.
Combine the softened cream cheese, powdered sugar, cornstarch, and water in a separate bowl. Beat with a hand mixer until smooth. Refrigerate until ready to use.
Divide and shape.
Gently deflate the risen dough and transfer it to a lightly floured surface. Divide into 20 equal portions and shape each portion into a smooth ball.
Rest the shaped buns.
Arrange the balls on parchment-lined baking sheets, leaving space between them. Cover loosely and let rest for 15 minutes. Meanwhile, preheat the oven to 350°F (180°C).
Make the wells.
Lightly flour the bottom of a drinking glass. Press firmly into the center of each dough ball to create a wide well, leaving a raised border and keeping the bottom intact.
Fill and top.
Divide the cheese filling evenly among the wells. Place a few blueberries on each bun and add the optional ground almonds, if using.
Bake.
Bake for about 20 minutes, until the edges are golden brown, the dough is baked through, and the filling is set. Bake in batches if needed.
Cool and finish.
Let the buns cool briefly on the baking sheets, then transfer carefully to a wire rack. Once slightly cooled, dust lightly with powdered sugar.