Preheat oven to 350°F. Line an 8x8 or 9x9 baking pan with parchment paper, leaving a 2-inch overhang on two sides.
Make the crust: In a medium bowl, whisk together flour and powdered sugar. Cut in cold butter using a pastry cutter or your fingertips until the mixture resembles coarse sand with a few pea-sized butter pieces. Stir in vanilla. Press firmly into the prepared pan.
Par-bake the crust for 14-16 minutes, until the edges are just barely golden. The center will still look pale. Let cool for 10 minutes.
Make the blueberry swirl: In a small saucepan, combine blueberries, sugar, lemon zest, and cornstarch. Cook over medium heat for 5-7 minutes, mashing gently, until the mixture thickens to a jammy consistency. Set aside.
Make the lemon custard: In a large bowl, whisk together sweetened condensed milk, egg yolks, and fresh lemon juice until smooth.
Assemble: Pour lemon custard over the warm crust. Drop spoonfuls of blueberry jam on top and swirl gently with a knife or toothpick – just a few figure-eights to avoid muddying the colors.
Bake for 20-22 minutes, until the edges are set and the center jiggles slightly when shaken. A toothpick inserted in the center should come out mostly clean.
Cool at room temperature for 30 minutes, then refrigerate for at least 2 hours (overnight is best) before cutting into bars. Run a hot knife under water and dry it for clean slices.