In a mixing bowl, stir yeast and sugar into warm milk. Let it sit for 10 minutes until foamy.
Add the egg, melted butter, and salt. Mix in flour gradually to form a soft dough.
Knead on a floured surface for about 8 minutes. Place in a greased bowl, cover, and let it rise for 1 hour.
Meanwhile, mix ricotta, sugar, vanilla, and egg yolk until smooth.
Punch down dough and divide into 12 equal pieces. Roll each into a ball and press into a muffin tin cup.
Use your fingers to press a deep well into the center of each bun. Spoon ricotta filling into each.
Top with wild blueberries. Cover loosely and let rise another 30 minutes.
Preheat oven to 375°F. Beat egg and brush over edges of buns.
Bake for 20-25 minutes, or until golden brown. Let cool before eating (or don’t—I won’t judge).