Stir together the blueberries, lemon zest and lemon juice in a medium pot. Begin to heat over medium heat, stirring occasionally, until the berries begin to burst, 3 to 5 minutes. Use a potato masher to smash the berries a couple times at the beginning to help encourage the process.
Stir together the sugar, cornstarch and salt in a small bowl. Sprinkle this mixture over the berries and stir well to combine. Continue to cook over medium-low heat, stirring constantly, until the mixture begins to thicken and bubble from the center of the pot, 2 to 3 minutes.
Stir in the butter and vanilla until well combined. Cool the filling completely. (The filling can be made up to 2 days ahead; store in an airtight container in the refrigerator.)
On a clean, dry work surface, gently roll out one of the sheets of puff pastry with a rolling pin to flatten it, flouring the surface only if necessary. Gently transfer the dough to a shallow 9-by-13-inch pan (such as a quarter baking sheet) pressing firmly into the base and edges and allowing the excess to hang off the sides. Pour the cooled filling into the crust and spread in an even layer. Chill while you prepare the remaining dough.
Roll out the second sheet of puff pastry the same way. Gently transfer to the top of the pie and press the edges firmly all the way around to seal and flatten slightly. Gently fold the edges of the crust under itself all the way around. Use a fork or your fingers to crimp and seal the pie.
Chill the pie in the refrigerator while you preheat the oven to 400 degrees F with a rack in the lower third (if you have a pizza stone, place it on the rack).
Whisk together the egg and water in a small bowl. Brush the egg wash mixture over the crust, focusing on the center portion rather than the edges, which tend to brown enough on their own. Sprinkle turbinado sugar evenly over the pie. Cut a few vents into the center of the pie with a paring knife.
Transfer the pie to the oven (on top of the pizza stone if using). Bake until the pie is deeply golden brown and the filling bubbles through the vents, 35 to 40 minutes. Cool at least 1 hour before slicing and serving.