In a heat‑proof bowl, combine melted butter, lemon juice, sugar, beaten eggs, and lemon zest. Microwave the mixture in 1‑minute bursts, whisking between each until thickened and able to coat the back of a spoon. Refrigerate until cool.

In a large bowl, whisk together flour, sugar, baking powder, baking soda, and salt. In another bowl, whisk buttermilk, egg, Greek yogurt, melted butter, and vanilla. Fold wet ingredients into dry until just combined; gently fold in blueberries. Cover and chill the sticky dough for about 30 minutes to firm up.

Heat oil in a heavy‑bottom pot to 350–370 °F (175–190 °C). Using a small scoop, drop spoonfuls of dough into the hot oil, frying several at a time (do not crowd). Fry 2–4 minutes until golden brown, turning once; remove and drain on paper towels.

Whisk powdered sugar with enough buttermilk to form a smooth, pourable glaze; stir in vanilla. Dip warm donut holes into the glaze and let excess drip off.

Fit a piping bag with a small round tip. Poke a hole in each glazed donut and gently pipe lemon curd inside until filled.