1. Preheat oven to 350 degrees Fahrenheit (180 degrees Celsius).
2. In the bowl of a mixer, beat oil, sugar, and eggs on medium-high until light and fluffy, about three minutes. Reduce speed and alternately add dry ingredients with sour soy milk. Add lemon zest, lemon juice, and vanilla and mix together well.
3. Spray a Bundt pan with baking spray and dust generously with flour. Pour half of the batter into the pan.
4. With a knife, make a shallow indentation in the center of the batter all around (forming a circle). Spoon half of the filling into it. Using a knife, make S shapes, gently marbleizing the blueberry mixture into the batter. Repeat with remaining batter and remaining blueberry puree. Be careful to swirl the knife shallowly this time.
5. Bake for one hour, or until knife inserted comes out clean. Cool for at least half an hour before removing from pan. Cool completely before glazing.
For a low fat, healthier version, use half oil and half applesauce (adding the applesauce at the very end and mixing until just incorporated), and use whole wheat pastry flour.