Add yeast to 1 cup of lukewarm water. Stir with a spoon and set aside for about five minutes.
In the bowl of a stand mixer, add shortening, sugar, and salt to hot water and beat for 30 seconds. Let cool to lukewarm temperature. Stir in 2 cups of flour and mix until smooth. Add yeast mixture and mix until well combined. Mix in the beaten eggs.
Gradually stir in the remaining flour and mix with the dough hook for about 2 minutes. Remove dough from the bowl and place on a lightly floured counter. Knead by hand, add a little flour if the dough is still sticky. Knead until dough feels satiny and smooth.
Put the dough in a greased bowl and cover with a towel. Let rise for 30 minutes or until dough doubles in size.
Remove dough from bowl and place on a lightly floured counter. Divide dough in half. With a rolling pin, roll one half of the dough into a rectangular shape. Spread dough evenly with 4 tablespoons of softened butter. In a small bowl, combine the sugar, lemon zest, and lemon juice. Rub together with your fingers until fragrant. Sprinkle half of the lemon sugar mixture over the butter. Reserve the other half for the next round of dough. Place 1 cup of the blueberries evenly on the sugary dough.
Gently roll up dough into one long roll. Cut rolls, using a piece of dental floss or thread, about two inches thick. Place rolls into a greased 9X13 baking pan, leaving a little space in between each roll so they have room to rise.
Now follow the exact same steps with the other half of the dough, using the remaining ingredients.
Place rolls in a warm spot and cover with a towel. Let rolls rise until double in bulk, about an hour. Bake rolls at 350 degrees F for 25-32 minutes or until golden brown on top. The insides should be soft, but not doughy. Remove pans from oven and let cool until slightly warm on a wire rack.
While the rolls are cooling, make the frosting. In a medium bowl, combine butter, cream cheese, confectioners' sugar, lemon zest, and lemon juice. Using electric mixer, beat until smooth. Spread frosting on rolls and serve.