Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper.
Prepare Blueberry Filling: Rinse the blueberries and place them in a medium saucepan. Add sugar, brown sugar, lemon zest, lemon juice, and cornstarch. Cook over medium heat, stirring frequently, until the blueberries burst and the mixture thickens. Set aside to cool.
Make Cream Cheese Filling: In a medium bowl, beat the softened cream cheese for 2-3 minutes until smooth. Add the egg yolk, sugar, vanilla, and lemon juice, and beat until well combined.
Assemble the Pastries: On a lightly floured surface, roll out the puff pastry sheets. Place one puff pastry sheet on the prepared baking sheet. Spread half of the cream cheese mixture on the puff pastry, followed by half of the blueberry filling.
(Tip: Cutting the puff pastry into diagonal strips before adding the fillings can make rolling the pastries easier.)
Place the second puff pastry sheet over the filling. Make diagonal cuts, then roll the pastry up like crescents. Repeat with the remaining puff pastry sheets and fillings.
Prepare Egg Wash: Whisk the egg and water together in a small bowl. Brush the pastries with the egg wash.
Bake: Bake for 20 minutes, or until the puff pastry is golden brown and crispy.
Serve: Dust the pastries with powdered sugar before serving.