Combine dry ingredients for the dough. Combine the flour, sugar, and yeast in the bowl of a freestanding electric mixer equipped with a dough hook.
Mix with wet ingredients. In a saucepan, warm the milk and 100ml/3½fl oz water, adding the butter until melted. Check the temperature; it should be lukewarm to activate the yeast. Pour the milk mixture over the dry ingredients while the dough hook slowly turns. Allow the machine to 'knead' for approximately 5 minutes until a smooth dough is formed.
Rest the dough. Brush a mixing bowl with oil, place the dough inside, cover with cling film, and let it rise in a warm place for about 2 hours. If your oven has a dough-rising function, you can leave it in a cool oven (40C Fan) for approximately 1 hour.
Fill the dough with the filling. Once the dough has doubled in size, transfer it to a lightly floured surface and 'knock back' by kneading by hand for a few minutes to release the air. To shape the dough, roll it into a rectangle. Sprinkle blueberries, orange zest, ground cinnamon, nutmeg, and brown sugar over the dough. Roll up the dough, starting at a long end (similar to a Swiss roll). Slice into 10–12 swirls using a sharp knife. Place the swirls in the buttered round tin (23cm/9in) with the cut side up.
Allow the swirls to rise. Brush with oil and allow it to rise in a warm place for about 30 minutes or until doubled in size again.
Preheat the oven and bake. Preheat the oven to 200C/180C Fan/Gas 6. Brush with an egg wash and bake for 20–25 minutes or until golden brown and thoroughly cooked. Transfer to a wire rack to cool.
To finish. In a bowl, mix together icing sugar and lemon juice (or water) to form a paste. Drizzle the paste over the top of the swirls and sprinkle candied nuts. Enjoy!