In a bowl, mix cream cheese, sugar, and vanilla extract until smooth. In another bowl, toss blueberries with cornstarch and lemon juice.
Roll out the puff pastry and cut into 8 equal rectangles. Spread a spoonful of cream cheese mixture on each piece, then add blueberries on top.
Fold the pastry over the filling and press edges to seal. Brush the tops with beaten egg for a golden finish.
Preheat oven to 375°F (190°C). Place rolls on a lined baking sheet and bake for 18–20 minutes, or until golden brown.
Let cool slightly before dusting with powdered sugar or drizzling with icing. Serve warm for the best flavor!