In large bowl, combine 2 cups flour, sugar, undissolved yeast, salt, orange peel and cinnamon. Heat milk, orange juice, and butter until very warm (120° to 130°F). Stir into dry ingredients. 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 20×6-inch rectangle. Spread Blueberry Filling evenly over each. Beginning at long end, roll each up tightly as for jelly roll. Pinch seams to seal to form ropes. Braid ropes; place on greased baking sheets. Cover; let rise in warm, draft-free place until doubled in size, about 1 hour. Brush with egg mixture.
Bake at 350°F for 30 to 35 minutes or until done. Remove from sheets; cool on wire rack.
Blueberry Filling
Combine 1 cup fresh or frozen blueberries, 1 cup sugar and 1/4 cup water in medium saucepan; bring to a boil over medium heat. Cook 20 minutes, stirring occasionally, until very thick. Stir in 3 tablespoons cornstarch dissolved in 3 tablespoons water; cook 5 minutes, stirring constantly. Let cool.