Step 1: Prepare the cheesecake filling. In a medium bowl, beat softened cream cheese, 1/4 cup granulated sugar, 1 tsp vanilla extract, and lemon zest until smooth and creamy. Gently fold in the fresh blueberries.
Step 2: Prepare the bread. Carefully cut a pocket into each slice of challah or brioche bread, ensuring not to cut all the way through, creating an opening for the filling.
Step 3: Stuff the French toast. Spoon about 2-3 tablespoons of the blueberry cheesecake filling into each bread pocket. Gently press the edges of the bread together to seal, if possible.
Step 4: Make the egg custard. In a shallow dish, whisk together eggs, 1/2 cup milk, 1 tbsp granulated sugar, 1/2 tsp vanilla extract, and an optional pinch of cinnamon until well combined.
Step 5: Dip the stuffed bread. Carefully dip each stuffed bread slice into the egg custard, coating both sides evenly but quickly to prevent sogginess.
Step 6: Cook the French toast. Melt 1 tablespoon of butter in a large skillet or griddle over medium heat. Place 2-3 slices of dipped French toast in the skillet, ensuring not to overcrowd. Cook for 3-4 minutes per side, or until golden brown and the filling is warm.
Step 7: Repeat and serve. Add remaining butter as needed and cook the rest of the French toast. Serve immediately with a dusting of powdered sugar, a drizzle of maple syrup, and extra blueberries, if desired.