Adjust the oven rack to the lower third position and preheat the oven to 400°F. Line two large baking sheets with parchment paper or a silpat mat and set aside.
Make the filling first. Stir the blueberries, granulated sugar, cornstarch, and lemon juice and zest together in a large bowl. Set filling aside as the oven preheats.
Prepare the pastry by carefully unrolling the sheets onto a lightly floured surface. Cut each into 4 equal squares by cutting down the center both ways. Spoon 2-3 tablespoons of blueberry mixture onto the center of each square. Fold each over by connecting two pointed corners into a triangle shape. Crimp all of the edges together with a fork to seal the filling inside. Some blueberry juices may leak out.
Lightly brush the top of each turnover with the beaten egg. Cut 2 or 3 small steam vents in the tops of each pastry. Bake for 20 minutes until golden brown. Rotate the pan halfway through bake time if necessary to avoid uneven browning.
Freezer storage: Allow to cool completely then store in an air tight container in the freezer for up to 4 months. Thaw overnight in the fridge and warm in the oven at 350°F until warmed through.