• Preheat oven to 400°F and line a baking sheet with parchment paper.

For Filling

• In a small saucepan, combine blueberries, sugar, cornstarch, lemon juice, and lemon zest. Simmer over medium heat, stirring frequently, until the berries burst and the mixture thickens slightly, about 5–7 minutes. Remove from heat and stir in vanilla. Let cool.

Puff Pastry

• On a lightly floured surface, unfold puff pastry and cut each sheet into 4 equal squares (8 total).
• Assemble turnovers: Spoon a heaping tablespoon of blueberry filling onto one corner of each square. (Do not over-fill.) Fold over to form a triangle and press edges with a fork to seal. Transfer to prepared baking sheet.
• Brush each turnover with beaten egg and sprinkle with coarse sugar if desired. Bake for 15-17 minutes, or until puffed and golden brown.
• Let turnovers cool for 5–10 minutes before serving. Serve warm or at room temperature.