Blueberry Filling: Combine blueberries, sugar, and the 1/3 cup water in medium saucepan; bring to a boil over medium heat. Cook 20 minutes, stirring occasionally, until very thick. Dissolve corn starch in the 1/4 cup cold water in a small bowl; Stir corn starch mixture into the berries. Cook 5 minutes, stirring constantly. Set aside to cool.
Dough: Combine 2 cups flour, sugar, undissolved yeast, salt, orange peel and cinnamon in a large bowl. Heat milk, orange juice and butter until very warm (120o to 130oF). Stir into flour mixture. Beat 2 minutes at medium speed of electric mixer, scraping bowl occasionally. Add eggs and 1 cup flour; beat 2 minutes at high speed. Stir in enough remaining flour to make a soft dough. Knead on lightly floured surface until smooth and elastic, about 8 to 10 minutes. Cover; let rest 10 minutes.
Divide dough in half; divide each half into 3 equal portions. Roll each to a 20 x 6-inch rectangle. Spread Blueberry Filling evenly on each of the 6 rectangles.
Beginning at long end, roll each up tightly as for jelly roll. Pinch seams to seal to form ropes. Place 3 ropes on each greased baking sheet; braid ropes. Cover; let rise in warm, draft-free place until doubled in size, about 1 hour.
Egg Wash: Beat egg yolk with milk, using a fork. Brush braids with egg wash.
Bake at 350oF for 30 to 35 minutes or until done. Remove from sheets; cool on wire rack.