Combine the blueberries, granulated sugar and cinnamon in a small saucepan. Cook over medium-high heat until the berries start to break down and the liquid becomes syrupy, about 10 minutes. Remove from the heat and let cool to room temperature, 25 to 30 minutes.
Whisk together the mascarpone, powdered sugar and lemon zest and juice in a medium bowl.
Spoon or pipe dollops of the mascarpone mixture into the phyllo shells, leaving room for the blueberry compote, then top with the blueberry compote. Freshly grate lemon zest on top to garnish and dust with powdered sugar just before serving.