To Make the Sweet Watruschka Dough:
In a small bowl, combine the yeast and warm water, stirring gently. Let sit for 8-10 minutes until the yeast becomes frothy and bubbles.
In a small saucepan, warm the milk, sugar, and salt over medium-low heat until it steams (about 110°F/43°C). Pour the milk mixture into the bowl of a stand mixer with a dough hook attachment, along with the yeast mixture and whisk to combine.
Add the egg yolks and slowly incorporate the flour, one cup at a time, until a dough forms. Add the softened butter and knead on medium-high speed for 10-12 minutes, or until the dough becomes soft, elastic, and pillowy.
Shape the dough into a ball, place it in a greased bowl, and cover with a damp towel. Let it rise in a warm place until doubled in size, about 1 hour.
To Make the Blueberry Sauce:
In a small saucepan, combine the blueberries, sugar, lemon juice, and water. Bring to a boil over medium heat.
Lower the heat to a simmer and cook for 8-10 minutes, or until the sauce thickens slightly. Remove from heat and cool.
To Shape the Buns:
Deflate the risen dough and divide it into 12 equal pieces. Shape each piece into a ball and place on greased baking sheets, about 4 inches apart. Let rise for 20-30 minutes.
To Make the Ricotta Cheese Filling:
In a medium bowl, whisk together the ricotta (or quark), egg, sugar, vanilla, cornstarch, and heavy cream until smooth.
To Bake the Buns:
Preheat your oven to 350°F (180°C).
Using the bottom of a glass or jar, press down the center of each bun to create a well. Add 1 tablespoon of ricotta filling and 1 tablespoon of blueberry sauce to each bun.
Brush the sides of the buns with egg wash (whisked egg and heavy cream).
Bake for 20 minutes or until the buns are golden brown.
Serve warm or at room temperature.