Adjust the oven rack to the lower third position and preheat your oven to 400°F (200°C).

Line two large baking sheets with parchment paper or a silpat mat.

Ensure your puff pastry is thawed.

In a medium saucepan over medium heat, combine blueberries, granulated sugar, cornstarch, water, and lemon zest and juice.

Stir until the mixture starts to simmer, then reduce heat to medium-low.

Cook for about 3-5 minutes, stirring frequently, until the blueberries burst and the mixture thickens.

Set aside to cool slightly.

Unroll the puff pastry sheets on a lightly floured surface and cut each sheet into 4 equal squares.

Spoon 1-2 tablespoons of the blueberry filling into the center of each pastry square.

Fold one corner of each square over to meet the opposite edge, forming a triangle.

Pinch the edges closed or use a fork to seal securely.

Make a small slit in the top center of each turnover to allow steam to escape.

For a flakier crust, place the filled pastries in the freezer for 10-15 minutes.

Brush the tops of the turnovers with the beaten egg.

Bake in the preheated oven for 15-20 minutes until puffed and golden brown.

Allow the turnovers to cool on the baking sheet for about 5 minutes.

Transfer to a wire rack to cool completely.

Whisk together the powdered sugar and milk until smooth, then drizzle over the cooled turnovers.