Pre-heat oven to 350 F (180 C) and line a large cookie sheet with parchment paper.
In a medium pot combine the blueberries and sugar and heat on low / medium heat until thickened, stirring often. Be careful not to burn. Remove from heat and let cool.
In a medium bowl beat on medium speed the cream cheese, sugar, vanilla and lemon juice until smooth.
Roll out the puff pastry and cut each sheet into 6-8 squares (all the same same size). Top one of the sheets with the cream cheese filling (divided by 6-8) and top with the blueberry filling (6-8 parts).
Top each square with the remaining squares and seal shut. (using the teeth of a fork). Brush the tops with a little milk and sprinkle with granulated sugar. Bake for approximately 15 minutes or until golden. Eat warm or Let cool and sprinkle with powdered / icing sugar if desired. Enjoy!