Whisk the warm water, yeast, and 1 Tablespoon (6g) of sugar together in a large bowl. Cover and allow to rest until foamy on top, about 5 minutes.

Whisk in remaining sugar, the milk, egg, and salt. Once these wet ingredients are mixed together, lightly cover and set the bowl aside.

Cut the cold butter into ¼ inch slices and add to a food processor or blender. Top with 2 and ½ cups flour. Pulse the mixture 12-15 times, until butter is crumbled into pea-size bits.

Pour the flour mixture into the wet yeast mixture. Very gently fold everything together using a silicone spatula or wooden spoon. Fold just until the dry ingredients are moistened.

Turn the sticky dough out onto a large piece of plastic wrap, parchment paper, aluminum foil, or into any container you can tightly cover. Wrap the dough/cover up tightly and refrigerate for at least 4 hours and up to 48 hours.

Take the dough out of the refrigerator to begin the rolling and folding process. Very generously flour a work surface. Using a rolling pin, roll out into a 15×8-inch rectangle. Fold the dough into thirds as if it were a business letter. Turn it clockwise and roll it out into a 15 inch long rectangle again. Then, fold into thirds again. Turn it clockwise. Repeat rolling and folding 1 more time for a total of 3 times.

Wrap up/seal tightly and refrigerate for at least 1 hour and up to 24 hours.

Line two large baking sheets with parchment paper or silicone baking mats.

In a medium bowl using a handheld or stand mixer fitted with a paddle attachment, beat the cream cheese and egg yolk together on medium speed until smooth. Add the sugar, lemon juice, and vanilla, then beat until smooth. Cover and refrigerate until ready to use.

Take the dough out of the refrigerator and cut it in half. On a floured work surface, roll dough out into a 12×8-inch rectangle.

Using a sharp knife, cut off two corners of the dough and then two small triangles 3 inches apart from each other on the other end.

Spread ½ of the cream cheese filling down the length of the center of the strip. Dot with half of the blueberries. Cut 10 slanting strips along both sides. Fold strips over filling, alternating each side to resemble a twist or a braid. Fold the bottom end up to seal the filling inside.

Repeat with the second half of the dough and the rest of the filling.

Whisk the egg wash ingredients together. Brush all over the dough. If using almonds, sprinkle them evenly on top of the braids after brushing the dough with egg wash.

Refrigerate the shaped braids before baking for at least 15 minutes and up to 1 hour before baking.

Preheat oven to 400°F (204°C). Bake each braid for 18-22 minutes or until golden brown.

Remove baked braids from the oven and cool for at least 5 minutes before icing, cutting, and serving.

Whisk the icing ingredients together. Drizzle over warm pastries and serve.