Preheat the oven to 375°F. Line a baking sheet with parchment paper.

In a large bowl, whisk together the flour, sugar, baking powder, baking soda, and salt. Add the softened butter and mix until the mixture resembles coarse crumbs.

In a separate bowl, combine the cream cheese, powdered sugar, vanilla extract, lemon juice, and cornstarch. Mix until smooth and creamy. Gently fold in the blueberries.

Turn the dough out onto a lightly floured surface and roll it into a rectangle about 1/4 inch thick. Spread the cream cheese mixture evenly over the dough.

Starting from one long side, carefully roll the dough into a tight log. Slice the log into 12 equal pieces and place them cut-side up on the prepared baking sheet. Brush the tops with the beaten egg.

Bake for 20-25 minutes or until golden brown. Allow to cool slightly before serving.