In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for 5-10 minutes until frothy.

Add melted butter, egg, flour, and salt. Mix until a dough forms.

Knead the dough on a floured surface for about 5-7 minutes until smooth.

Place the dough in a greased bowl, cover with a cloth, and let it rise in a warm place for 1 hour or until doubled in size.

In a bowl, mix blueberries, sugar, and cornstarch until well combined.

Preheat the oven to 375°F (190°C).

Roll out the dough on a floured surface into a rectangle.

Cut the dough into squares and place a spoonful of blueberry filling in the center of each.

Fold the corners of the dough over the filling and pinch to seal.

Place the buns on a baking sheet lined with parchment paper.

Let them rise for another 20 minutes.

Bake in the preheated oven for 20-25 minutes until golden brown.

Remove from the oven and let cool slightly before dusting with powdered sugar.