Preheat oven to 375°F and line a baking sheet with parchment paper.
Unroll pie dough. Using a round cookie cutter, cut 3-4 inch circles out of one sheet of dough.
Gently roll up the remaining scraps of dough. Roll it out again to make more round cut outs.
Place cut outs on the baking sheet.
In a medium-sized bowl, mix together the blueberries, lemon zest, lemon juice, sugar, salt, and cornstarch. Mix to combine.
Add 1 tablespoon of the blueberry mixture to the center of each round cut out.
Fold dough over and press with your fingers to seal.
With a fork, press down on the edges to seal the dough even more.
Whisk an egg with water and brush the tops of the empanadas.
Sprinkle with sugar.
Using a knife, cut two or three small slices on the tops of each empanada.
Bake for 18-20 minutes or until golden brown.