In a pot, bring frozen blueberries, sugar, and lemon juice to simmer, then take off from heat, let cool to room temperature, then process until til smooth, either using immersion blender, or food processor

In a small bowl, mix gelatine and water, then heat in microwave for 30 seconds

In a large bowl, mix cream cheese and icing sugar until creamy then cream in 4 tbsp blueberry mixture

Add in heavy whipping cream, continue beating, followed with 4 more tbsp of blueberry mixture and gelatine liquid, until completely combined

Mix milk and blueberry mixture in a bowl, then moisten ladys fingers. Lay ladys finger in a mold

Drizzle top with blueberry mixture, then spread cream. Repeat steps of layering

Chill for at least 2-4 h or overnight before slicing and serving