Preheat the oven to 350 degrees F (180 degrees C). Spray an 8 1/2x4 1/2-inch loaf pan with cooking spray and line with parchment paper, leaving a 2-inch overhang on 2 sides. Split biscuits in half horizontally, creating 16 biscuit halves. Spread blueberry preserves evenly over 1 side of 8 of the biscuit halves. Spread lemon curd evenly over 1 side of remaining 8 biscuit halves.
Stack 4 of the biscuit halves, alternating between preserves and lemon curd (ensuring each filled side faces the plain side of the next biscuit); repeat stacking with remaining 12 biscuits to yield 4 stacks. Quickly place stacks in prepared loaf pan so that biscuits are standing straight up.
Bake in the preheated oven until well browned and a wooden pick inserted into the center of biscuit comes out clean, about 50 minutes, loosely tenting with aluminum foil halfway through baking. Let cool in pan for 10 minutes.
Using parchment paper as handles, carefully lift bread from pan; discard parchment. Stir together sugar and milk in a small bowl; drizzle evenly over bread. Serve warm. Recipe developed by Craig Ruff