Special equipment: a 3 1/2-inch round cookie cutter
Line a baking sheet with parchment paper. Set aside.
In a small bowl, mix together the cheese, sugar, cornstarch, lemon juice, and lemon zest until smooth. Stir in the blueberries.
Using a 3 1/2-inch round cookie cutter, cut the pie dough into 12 circles. Place the dough on the prepared baking sheet. Using a pastry brush, lightly brush the edges of the dough with the beaten egg. Place about 1 1/2 teaspoons of the cheese mixture in the center of the dough. Fold the dough in half to enclose the filling and pinch the edges to seal. Using the tines of a fork, gently crimp the sealed edges. Refrigerate for 10 minutes.
While the pastry is chilling: In a large heavy-bottomed saucepan, pour enough oil to fill the pan about a third of the way. Heat over medium heat until a deep-frying thermometer inserted in the oil reaches 375 degrees F. (If you don't have a thermometer a cube of bread will brown in about 3 minutes.) Fry the turnovers for 1 to 1 1/2 minutes until golden. Drain on paper towels and sprinkle with sugar while still hot. Cool for at least 10 minutes before serving.