In a small saucepan, combine blueberries and cornstarch. Cook over medium heat while stirring until mixture thickens. Remove and let cool.

In a medium bowl, beat cream cheese, granulated sugar, egg yolk, vanilla extract, and lemon zest until smooth.

Roll out thawed puff pastry, cut into squares, spoon cream cheese mixture onto squares, and top with blueberry topping. Fold and seal pastry corners.

Preheat oven to 375°F (190°C). Bake pastries for 20 minutes until puffed and golden brown.