Cut doughnuts into 1-inch pieces and layer evenly in a greased 9x13 inch baking pan. In a medium bowl whisk together milk, eggs, vanilla, and sugar. Pour over the doughnuts (being sure to pour over all of the donut pieces, not just right in the middle). Cover tightly with plastic wrap and chill overnight in the fridge.
Morning Of
Uncover baking dish. Add blueberries to top and bake at 350 degrees for 20 minutes, then cover loosely with a sheet of foil and bake for about 15-20 minutes longer until donuts are baked through.
Cream together cream cheese and butter until light and fluffy. Mix in vanilla and 4 tablespoons milk. Gradually mix in powdered sugar until completely incorporated. Add 1-2 tablespoons of milk if needed to make glaze pourable. Pour over slightly cooled casserole and serve.
Notes
This is an overnight recipe - make ahead and pop it in the oven on the morning of!