Prep the filling: In a small saucepan over medium heat, combine blueberries, sugar, lemon juice, and lemon zest. Cook, stirring occasionally, until the berries start to break down and the mixture bubbles — about 4 to 5 minutes. Smash a few berries with the back of a spoon if you want a saucier texture.
Thicken it: In a small bowl, whisk cornstarch with 1 tablespoon cold water. Pour into the bubbling blueberry mixture, stir, and cook for another 1 to 2 minutes until it’s thick enough to coat a spoon. Remove from heat and let cool for at least 10 minutes — you don’t want to melt the butter in your dough.
Roll and cut the dough: If using a sheet of pie dough, let it sit at room temperature about 5 minutes so it’s pliable but still cold. On a lightly floured surface, roll it slightly thinner — about 1/8 inch thick. Cut into 4-inch squares (or circles if you’re fancy). I get about 8 squares from one sheet. Re-roll scraps once, but no more — overworked dough gets tough.
Fill and seal: Spoon about 1.5 tablespoons of the cooled filling into the center of each square. Brush the edges with the egg wash (1 egg + 1 teaspoon water, beaten). Place a second square (or fold the first in half if you’re doing half-moon shapes) on top. Press the edges with your fingers to seal, then crimp with a fork. Cut two small slits on top for steam to escape.
Chill before baking: Place the assembled pies on the parchment-lined baking sheet and pop them in the freezer for 15 minutes. This firms the butter and sets the sealed edges — the #1 reason my pies stopped leaking.
Bake: While they chill, preheat the oven to 400°F. Brush the tops of the chilled pies with the remaining egg wash and sprinkle with coarse sugar. Bake for 18 to 22 minutes, until deeply golden and the filling is bubbling through the slits. Cool on the sheet for 5 minutes, then transfer to a rack for at least 10 more.