Preheat oven to 375 degree F. Lightly grease sixteen 2-1/2-inch muffin cups. Cut each cinnamon roll in half crosswise; set icing aside. Press roll half in bottom and halfway up side of each muffin cup.
For filling, in a small bowl stir together blueberries, preserves, and lemon peel. Spoon filling into muffin cups. Sprinkle with pecans.
Bake in preheated oven about 12 minutes or until golden. Cool in cups on a wire rack for 10 minutes. Remove from cups and place on a wire rack.
For icing, if necessary, in a small bowl stir a little milk into the packaged icing to make it drizzling consistency. Drizzle over rolls. Serve warm. Makes 16 rolls.