Preheat oven to 375 degrees F.
Line a rimmed cookie sheet with parchment paper.
In a bowl, combine blueberries and sugar. Toss to coat. Pour onto parchment lined cookie sheet. Place in the oven and cook for about 8 to 9 minutes.
Remove from the oven, and allow to cool completely. Place in covered dish in the fridge until you need to mix them in the ice cream base.
Place the cream cheese in a stand mixer, whip until it's fluffy. Now in the same stand mixer combine the whole milk and sugar with the cream cheese, turn mixer on low and gradually increase speed to high, whisk until sugar dissolves.
Add the heavy cream and the vanilla extract. Whisk on low speed and gradually increase to high, continue whisking until mixture thickens.
Turn of mixer, and add blueberries, being careful not to splash them anywhere or your counter will be blue. Turn on mixer, slowly, and I'm not even remotely kidding, go slow and gradually increase speed or your backsplash will be blue. And you clothes, And anything else you spray with blueberries because you wanted to be a rebel and not listen to me.
Now take your blue splattered self over to your freezer and grab your ice cream machine bowl. It should always be in your freezer. That way it's always ready to churn. And let's backtrack for one minute, when I say always this does not mean mix the ice cream in the freezer. I mean use some sense people, obviously you take it out when churning and then put it back in. But just in case someone actually thinks that I thought I'd clarify. Moving on.
Transfer the blueberry mixture into your frozen bowl, and set that on your ice cream machine. Turn on and churn for about 10 to 15 minutes. You want it thick but still with some give. If you hear "tick tick tick" your machine is stuck because you mixed until it was too hard. Don't do that. Respect your ice cream machine man, that thing should be your best friend.
Now pop the ice cream bowl in the freezer, I cover mine with tinfoil or parchment with a rubber band around it. I'm cool like that. Kicking it old school because I freaking hate plastic wrap with a passion. Seriously, it's freaking evil. They should banish it from existence.
Okay so make sure you let it set up for about 4 hours, unless you want soft serve. If that's the case have at it immediately. Whatever floats your ice cream boat. man.
Serve with a big old blue smile! (not even kidding)