In a medium saucepan place the butter and allow it to melt over the stove medium heat. As the butter is melting, it will bubble and start to change its color. Keep the butter over the stove until you notice a thick foam on top and no longer hear any bubbling sounds.
Remove from heat and pour into a medium measuring cup. Use a rubber spatula to scrape all of the milk solids that are left behind in the pan.
Allow the butter to cool for about 15 minutes.
In a bowl of a standing mixer, measure the flour, yeast, and sugar. Add the eggs and egg yolk and mix on low using the paddle attachment.
Pour in the melted butter followed by the warm milk and mix just until the ingredients have come together.
Stop the mixer and continue kneading with your hands (or switch to the dough hook) until the dough is soft and smooth, about 15 minutes. Do not add any flour, if the dough is sticky it's because the butter is still warm. As you knead it, the butter will cool and the dough will no longer be sticky.
Place the dough in a greased bowl and cover with a plastic wrap. Set aside until double in size. About 2-3 hours. Meanwhile, make the blueberry filling.
Place a sieve over a medium bowl and empty the blueberry cans. Discard the liquid and place the blueberries in a medium-sized saucepan.
Add the sugar and cinnamon and let cook over medium-low heat for about 25 minutes until the liquids have been reduced and the blueberries have slightly thickened.
Mix the cornstarch with the water then add it to the blueberries mixture. Keep cooking until the mixture is thickened.
Remove from heat and let cool completely.
Divide the dough into two equal parts and roll each part into a 12" wide and about twice the length of the pan.
Spread the dough with the blueberry filling, leaving an uncoated band in the center and about 1"-2" from the bottom edge.
Starting with the edges furthest from you, roll the dough towards you into a tight log and seal the bottom
Fold the dough into half and twist it 3-4 times into a spiral.
Place the loaf into your prepared pan, brush with egg and let rest for 2-3 hours.
Heat oven to 350F and bake until dark golden brown, about 40 minutes.
Remove from the oven and let cool for about 15-20 minutes before slicing.