Preheat oven to 450°. In a large saucepan, combine 1/2 cup blueberries, sugar, cornstarch and lemon zest. Mash well with a fork. Bring the mixture to a boil over low heat; cook and stir until thickened, 1-2 minutes. Remove from the heat. Stir in butter and remaining 1-1/2 cups blueberries., Unfold puff pastry. On a lightly floured surface, roll out each pastry sheet into a 12-in. square. Cut each into 4 squares; spoon 3 tablespoons filling into the center of each. Fold diagonally in half and press edges to seal. Place on an ungreased baking sheet. Beat egg and water; brush over pastry. , Bake for 12-15 minutes or until golden brown. Combine confectioners' sugar and milk; drizzle over turnovers. Serve warm or at room temperature.