Make the dough: In a large bowl, whisk together the flour, sugar, yeast, and salt.

In a separate bowl, whisk together the warm water and vegetable oil.

Pour the wet ingredients into the dry ingredients and stir until a shaggy dough forms.

Turn the dough out onto a lightly floured surface and knead for 5-7 minutes, or until smooth and elastic.

Place the dough in a lightly oiled bowl, cover with plastic wrap, and let rise in a warm place for 1 hour, or until doubled in size.

Make the blueberry filling: In a small bowl, combine the blueberries, sugar, lemon juice, and cinnamon. Set aside.

Shape the bagels: Punch down the dough and divide it into 12 equal pieces.

Roll each piece of dough into a rope about 18 inches long.

Cross the ends of the rope and twist them together to form a bagel shape.

Place the bagels on a lightly greased baking sheet and cover with plastic wrap. Let rise for 30 minutes, or until puffy.

Preheat the oven to 375 degrees F (190 degrees C).

Prepare the egg wash: In a small bowl, whisk together the egg and milk.

Bring a large pot of water to a boil.

Carefully add the bagels to the boiling water and boil for 30 seconds per side.

Remove the bagels from the water and place them on a wire rack to drain.

Brush the bagels with the egg wash.

Sprinkle the bagels with the blueberry filling.

Bake for 20-25 minutes, or until golden brown.

Let the bagels cool on a wire rack before serving.