Place the blueberries, sweetened condensed milk, and cornstarch in a medium sauce pot. Set the pot over medium heat and bring to a simmer. Stir and simmer for 3-5 minutes, smashing part of the blueberries with a wooden spoon. Remove from heat.
Place the butter and sugar in the bowl on an electric stand mixer. Beat on high for 3-5 minutes. Then add the vanilla extract, flour, salt, and citrus zest. Scrape the bowl and beat again until well combined.
Divide the dough into two pieces, one slightly larger than the other. Press the larger piece of dough into an even layer in the bottom of the baking dish. Pour the blueberry mixture over the top and shake the dish to even it out. Then drop small pieces of the remaining dough over the surface of the blueberry filling.
Bake for 30-35 minutes, until the top is golden. Cool the bars to room temperature in the dish. Then gently lift the entire sheet of bars out of the pan by the edges of the parchment paper. Cut into squares. Store in an air-tight container for 3-4 days at room temperature, or for 7-10 days refrigerated.