Bring the blueberries, sugar, and water to a boil in a small saucepan over medium heat. Crush the blueberries with the end of your wooden spoon, and cook until the blueberries soften and the mixture is deeply saturated with color, about 5 minutes.
Remove from heat and use a metal sieve placed over a bowl and a pestle to press the blueberry pulp through the sieve. Discard the bits still in the sieve.
Pass the mixture through a sieve one more time to make sure only liquid passes through, and no grainy chunks of blueberry puree. Set the blueberry syrup aside to cool.
(FYI you will only need about a teaspoon and a half for the glaze, so keep the rest of the syrup in a small jar in the fridge and use it for flavoring beverages, or drizzling on top of pancakes or waffles).
Preheat the oven to 350 degrees Fahrenheit. In a medium-sized bowl, mix together the flour, baking powder, and salt and set it aside.
In the bowl of a stand mixer fitted with the paddle attachment, cream together the butter and sugar at medium speed until light and fluffy, about 2 to 3 minutes. Add the eggs one at a time, waiting until each egg is incorporated into the batter before adding the next one.
Reduce the speed to low, and add the vanilla extract, orange zest, and orange juice and mix until combined. Alternate between adding the flour mixture and the coconut milk in three increments, mixing *just* until the batter comes smoothly (and thickly) together. Do not over-mix.
Spray a 10 to 12 cup bundt pan with vegetable oil. Lightly dust the inside with nut flour (like almond meal) or granulated sugar, and place it on a baking sheet.
Add the batter to the bundt pan 1 heaping spoonful at a time (this will help prevent air bubbles from forming in the pan). Once the batter is in the pan, level the top of the batter with a spatula.
Place the baking sheet/bundt cake in the oven and bake at 350 degrees Fahrenheit until the top of the cake is golden and poofy and a long toothpick inserted into the cake comes out clean, about 55 to 60 minutes
Remove the cake from oven let cool for 6 minutes inside the pan. If the top of the cake is raised above the edge of the pan, then use a bread knife to cut the excess off the top so that the top is even with the pan. Then, flip the pan over onto a wire rack and allow it to cool 5 more minutes before pulling off the pan. Allow the cake to cool completely on the wire rack before transferring it to a serving plate.
Once the cake has cooled, you can prepare the glaze. In a medium bowl, whisk together the powdered sugar, blueberry syrup, and milk until completely smooth.
Drizzle over the cake and serve immediately.
For tips on keeping your bundt cake from sticking to the pan, read through here.