Add the blueberries, sugar, vanilla and cornstarch to a pot and stir together while cold.
Turn the heat to medium and cook until the mixture is bubbly. Mash the blueberries a little bit with a fork and set aside to cool.
Preheat your oven to 350 degrees Fahrenheit and prepare a large baking sheet, lining it with parchment paper.
Roll out the cold, but thawed, puff pastry sheets and cut each one into 6 large squares (you should have 12 squares in total).
Add a dollop of the slightly cool blueberry filling in the middle of 6 squares and brush the edges of each square with a little bit of water.
Top the 6 squares with the other remaining 6 squares of puff pastry and place a small knife hole in the top for venting. Press around the edges of each of the hand pies with a fork to secure the edges together.
Combine the egg and water with a fork and brush the tops of the hand pies with this mixture.
Transfer the hand pies to the prepared baking sheet lined with parchment paper and bake for 22-25 minutes, or until golden brown.
While the hand pies are cooling completely to room temperature, add the powdered sugar to a bowl and add the water 1/2 teaspoon at a time just until a thick, drizzle-able glaze forms. The amount of water will vary depending on the brand of powdered sugar you're using - watch carefully!
Add the glaze to a small zip-loc bag, snip off the corner, and drizzle the glaze over the hand pies once they've cooled completely.
Enjoy immediately or store in at airtight container for up to 2 days.