In a small bowl, combine warm water, yeast, and sugar. Let it sit for 5-10 minutes until it gets frothy.

In a large bowl, mix the eggs, oil, salt, and yeast mixture. Gradually add flour and mix until a dough forms. Knead for about 10 minutes until it's smooth.

Place the dough in a greased bowl, cover it, and let it rise in a warm spot until it doubles in size, about 1-2 hours.

While the dough rises, make the cream cheese filling by mixing cream cheese, powdered sugar, and vanilla until smooth.

For the blueberry filling, mix blueberries, sugar, and lemon juice in a saucepan over medium heat. Cook until it thickens (about 5-7 minutes) and let it cool.

Once the dough has risen, punch it down and divide it into three equal pieces. Roll each piece into a rectangle.

Spread the cream cheese filling over each rectangle, then add the blueberry filling on top.

Roll up each rectangle tightly and braid the three rolls together.

Place the braided dough on a parchment-lined baking sheet. Cover it and let it rise for another 30 minutes.

Preheat the oven to 350°F (175°C). Brush the challah with the beaten egg for a shiny look.

Bake in the oven for about 30-35 minutes, or until it's golden brown.

Let it cool before slicing. Enjoy your Blueberry Cream Cheese Challah!