Preheat the oven to 375 degrees F. Line 2 baking sheets with parchment.
Add the blackberries and granulated sugar to a medium saucepan and heat over medium. Cook the berries, mashing with a potato masher or the back of a spoon, until they start to break down and release their juices, about 2 minutes. Mix together the cornstarch and lemon juice in a small bowl. Add the cornstarch mixture and the lemon zest to the berries and stir until there are no more lumps. Continue to stir until the filling begins to thicken, 2 to 3 minutes. Remove from the heat, transfer to a bowl and let cool slightly.
Roll one of the pie doughs out on a lightly floured surface until about 1/8-inch thick. Use a 5-inch round cookie cutter, or the rim of a bowl, to cut out as many rounds as you can. Repeat with remaining dough round, gather the dough scraps and reroll as necessary to get 8 rounds.
Place 1 cube of cream cheese and 1 tablespoon of filling in the center of a dough round. Fold the dough over into a crescent and crimp the edge with a fork. Place on one of the lined baking sheets. Repeat with remaining pie dough rounds, cream cheese and filling. Whisk together the egg and 1 tablespoon water in a small bowl. Brush all the filled pies with the egg wash, sprinkle with the raw sugar and cut small vents into the pies. (If you brush them after venting, the egg will cover the vent!) Bake until the pies are golden brown, 20 to 25 minutes.