Take the puff pastry out of the freezer to thaw overnight in the refrigerator or according to package instructions.

In a medium-sized saucepan, stir together the blueberries, sugar, cornstarch, and cold water. Cook over medium heat, stirring constantly, for about 5 minutes. The mixture should get very thick and no longer be milky in appearance. Transfer the hot filling to a heat-safe bowl and let cool to at least room temperature before filling the turnovers.

Preheat the oven to 400℉. Line a baking sheet with parchment paper.

Take the first half of the thawed, but still cold to the touch, puff pastry and place on a lightly floured counter. Using a rolling pin, roll the pastry dough into a 9x9-inch square, sprinkling with a light dusting of flour as needed. Cut off the uneven edges using a sharp knife or a pizza cutter. You should be left with about an 8x8-inch square. Cut the large square into 4 even squares, each measuring 4x4-inches. Repeat this step with the other half of the puff pastry.

Whisk together the egg and water to make an egg wash. Brush the egg wash on the outer ½-inch edges of each square using a pastry brush. (Save the remaining egg wash for later.) Scoop about 1 ½ tablespoons of the cooled blueberry filling onto the center of each square. Fold one corner of the pastry square over the filling to meet the other corner and press to seal with your fingers. Then, crimp the edges again with a lightly floured fork. Very carefully transfer each turnover to the prepared baking sheet. Cut a few tiny slits in the top of each with a paring knife to allow the steam to escape during baking. Then, brush each turnover all over the top with the remaining egg wash.

Bake in the preheated oven for 15-20 minutes or until golden and puffy. Let cool on the baking sheet for at least 10 minutes before topping with the icing.

In a small bowl, whisk together the powdered sugar, lemon zest, and 2-3 tablespoons of whipping cream. Drizzle over the slightly cooled turnovers. Serve immediately while still slightly warm or let cool fully. Enjoy!