In a small saucepan over low heat, melt the butter with the orange peel and sugar. Place a sheet of phyllo dough on a parchment-covered baking sheet. Brush the phyllo with melted butter. Cover with another sheet of phyllo dough and brush it with butter. Repeat until all sheets are layered. Be sure to keep the phyllo sheets covered with a damp kitchen towel as you use them so they dont dry out. Bake for 15 minutes. Let cool.
Combine the orange-flavored liqueur, 1/2 cup confectioners sugar, 1 tablespoon orange zest, and 3 cups blueberries in a large saucepan and place the pan over medium-low heat. Simmer for 15 minutes. Transfer the mixture to a blender or food processor and puree until smooth. Strain.
In a stand mixer, or using a hand held mixer, make the filling by blending together the cream cheese, sour cream, remaining orange zest, remaining confectioners' sugar, and ground coriander. When the filling is well-blended, gently stir in the blueberries.
Cut the phyllo dough into 8 (4-inch) squares. Place a square of phyllo on each plate, and top with a dollop of filling; add another phyllo square, another dollop of filling, then top with blueberry sauce. Repeat the process to make 4 servings. Serve immediately.