Preheat the oven to 425 degrees F and line 2 rimmed baking sheets with parchment or silicone baking mats.
Lightly flour your work surface then unroll the pie crusts. Cut out as many circles as possible from each crust using a 3- to 4-inch round cookie cutter, rerolling the dough scraps if necessary.
Arrange half of the circles on the baking sheets, spacing them at least 1 inch apart (these are the bottom crusts). Set aside the remaining circles (these are the top crusts).
Stir together the blueberries, sugar, lemon zest and lemon juice in a medium bowl. Divide the blueberry mixture among the bottom crusts, leaving a 1/4-inch border around each circle.
Top each bottom crust with 1 of the top crusts and crimp the edges together with a fork. Cut small slits in each top crust to vent steam. (Alternatively, cut out shapes with a smaller cookie cutter from each top crust.)
Beat the egg with 1 tablespoon water then brush onto the top crusts. Sprinkle sanding sugar on top then bake the hand pies until golden brown and the blueberry juice is bubbling, about 15 minutes.
Remove the hand pies from the oven and let cool completely on the baking sheets before serving. (See Cook's Note.)
The blueberry juice will likely leak from the hand pies while they are baking, but have no fear! The juice will thicken as the hand pies cool.