Mix milk, 1 cup sugar and oil in a large pot. Heat over medium heat until very warm but not boiling. Remove from heat and allow to cool until warmer than lukewarm but not hot.
Sprinkle yeast over the surface of the liquid, then add in 4 cups flour, salt, baking soda and baking powder. Stir gently until totally combined. Mixture will be very wet and sticky. Cover with a tea towel, keep in a draft-free place, and allow to sit for 1 hour.
Preheat the oven to 350. Roll the dough out onto a floured surface. Make it int a large rectangle.
Spread a layer of butter. Then a layer of the blueberry preserves. Sprinkle with brown sugar and then the white sugar.
Roll it up tightly and cut into roughly 1/2 inch thick slices. Place into a greased 9x13 pan.
Set aside and let rise for another hour. You can also put them in the fridge to finish rising overnight and to bake the next morning.
Bake the cinnamon rolls for around 20 minutes or until golden brown on the top.
To make the frosting, mix the milk, powdered sugar, lemon zest and lemon juice in a bowl. Drizzle over the warm cinnamon rolls. Enjoy!