In a medium saucepan, combine the blueberries, granulated sugar, and lemon zest.
Cook over medium heat until the blueberries start to release their juices, stirring occasionally.
Make a slurry by mixing cornstarch and water in a separate bowl until smooth.
Slowly add the slurry to the blueberry mixture, stirring constantly until the mixture thickens.
Remove from heat and let it cool.
Lay out the thawed puff pastry sheets on a lightly floured surface. Using a knife or pizza cutter, cut each sheet into squares or rectangles, depending on your preference.
Spoon a generous amount of the blueberry filling into the center of each pastry square.
Fold the pastry over the filling to form a triangle (or rectangle, depending on your initial cut). Press the edges to seal. You can also use a fork to crimp the edges and ensure a tight seal.
Beat the egg and brush it over the tops of the turnovers to give them a glossy finish when they cook.
Preheat your air fryer to 375°F (190°C).
Place the turnovers in the air fryer basket in a single layer, ensuring they don’t touch. Depending on the size of your air fryer, you might need to cook in batches.
Air fry for 8-10 minutes or until the turnovers are golden brown and puffed up.
Once cooked, remove the turnovers from the air fryer and let them cool slightly on a wire rack.
Dust with powdered sugar if desired for an extra touch of sweetness.
Serve your blueberry turnovers warm, perhaps with a scoop of vanilla ice cream or a dollop of whipped cream for an indulgent treat.