Using a mixer fitted with the paddle attachment, dissolve yeast in water and allow to sit for 5 minutes.
Add milk, egg and sugar and blend. Add flour, salt and nutmeg and mix for 1 minute to combine. Add butter and cream cheese and knead for 5 minutes on medium speed.
Place dough in a lightly oiled bowl, cover and let rest 1 hour in a draught-free place.
Preheat oven to 350 F.
On a lightly floured surface, roll out dough into a rectangle 1/2- inch thick. Spread remaining filling over the dough, sprinkle with blueberries and roll up lengthwise. Slice dough into 12 equal portions and arrange them in muffin tin.
Allow to rise for 1/2 hour. Bake 30 minutes, and turn out onto a plate while still warm.
Combine butter, sugar, maple syrup and cinnamon. Spoon a tablespoonful of filling into bottom of each cup of a greased 12-cup muffin tin.