Cut bread into 1 1/4-inch-thick slices (you should have about 8 slices). Cut a slit through the top crust of each slice to form a deep pocket.
In a medium bowl, mix together the cream cheese, 3 tablespoons of sugar, and orange zest. Stir in blueberries and spoon filling equally into bread pockets. Lay stuffed slices of bread in a shallow 4-quart baking dish, such as a 15-inch-by-10-inch dish.
In medium bowl, whisk together eggs, milk, vanilla, salt, and remaining the 1 tablespoon of sugar. Pour mixture evenly over bread, tilting the dish to completely coat the bread. Let sit until the liquid is absorbed, at least 30 minutes at room temperature or covered in the refrigerator overnight.
Coat a large skillet or griddle with cooking spray, oil, or butter, and heat over medium-high heat. Add the Panera Bread Cinnamon Raisin Bread and cook until nicely browned and crisp outside, about 5 minutes per side.
Tip: If you don’t have whole milk, use 1 cup 2 percent milk and 1/2 cup heavy cream.