Put 1 cup flour, the sugar and yeast in the bowl of a stand mixer fitted with the paddle blade. Mix together for 10-15 seconds.
Put the milk is a small saucepan. Cut the butter into small pieces and add to the milk. Heat gently, stirring, until the butter is melted, and the milk is no more than 130 degrees (f). If you are using a vanilla bean, split it in half and add it to the milk as it heats. Remove before the next step.
Slowly add the milk to the flour in the mixer, scrape the sides as needed and beat for two minutes.
Add the egg and vanilla bean or vanilla extract and beat for two more minutes
On low speed, add the remaining flour and mix it until just combined.
Change the paddle blade for the dough hook and knead on medium 6-8 minutes. Scrape the bowl down once or twice as it kneads.
Grease a large bowl and place the dough in the bowl turning it over to oil the surface of the dough as well. Cover and let rise in a warm place (75 degrees ) until doubled, 45-60 minutes.
Punch the dough down and let rest for 5 minutes.
Using a scale if you have one, separate the dough into four equal balls. Cover and let rest for 15 minutes.
Make the Filling
Beat together the cream cheese, lemon zest, blueberries and egg white until smooth and spreadable. Add food coloring to make a light purple color if desired.
Assemble the bread
Roll out one ball of dough to make an 11” circle. You can stretch it with your hands if need be.
Line a baking sheet with parchment paper and place the dough circle on it.
Spread 1/3 of the filling mixture on the dough, leaving an edge around the circle.
Roll out a second ball into an 11” circle and place on top of the first one. Spread with 1/3 of the filling.
Repeat with a third ball.
Roll out the fourth ball and place the circle on top of the others. Take a small glass or cookie cutter and make an indentation 1-2” in diameter in the center of the top layer of dough
Cut into 16 equal slices without going through the center.
Take the end of one slice in one hand and the end of the slice next to it in the other hand. Turn each slice twice in an outward direction (away from each other). Bring the ends together and pinch them to hold. Continue until all of the slices have been joined to another and you have an eight pronged star.
Cover and let rise in a warm place for 30-45 minutes.
Preheat the oven to 375 degrees (f)
Make the egg wash by whisking together the egg and the water.
Brush the bread all over with the egg wash and sprinkle with Demerara sugar.
Bake 20-25 minutes until the bead is golden brown. It should register 190 degrees on an instant read thermometer.
Let cool on the baking sheet.
When the bread has cooled, make the glaze by beating together the cream cheese, powdered sugar and milk until smooth.