To make the sugar cookie dough, cream butter and sugar until pale and fluffy.
Add egg and vanilla extract and mix until egg has been fully incorporated, about 3 minutes.
In a medium size bowl, whisk together flour, baking powder, and salt.
Add flour mixture to butter mixture and mix on low until just combined.
Divide dough into 2 disks and wrap tightly in plastic wrap. Refrigerate for one hour.
To make the blueberry filling, combine blueberries, sugar, corn starch, water, and lemon juice in a medium sized pot set over medium heat. Stirring occasionally, cook mixture until it has thickened, about 5 minutes.
Remove from heat and cool to room temperature.
Preheat oven to 350 degrees. Line 2 baking sheets with parchment paper.
In a small bowl, whisk together egg and water. Set aside.
Once dough has chilled and filling is cool, roll dough out on a lightly floured surface into a large circle ¼ inch thick. Transfer rounds onto prepared baking sheets, about 2 inches apart.
Spoon 2 tablespoons of cooled blueberry filling into the center of each cookie dough round.
Brush the edges of each blueberry topped cookie dough round.
Roll out remaining dough and cut with the same sized round cookie cutter.
Slice an X in the center of each cookie dough round.
Place top crust over the bottom blueberry filled round.
Pinch the edges to seal or crimp with a fork.
Brush cookie pies with egg wash and sprinkle with sugar.
Bake cookies for 12-15 minutes or until tops and edges begin to turn golden brown.
Cool completely before serving.