Make the filling: In a small saucepan, combine blueberries, sugar, cornstarch, lemon zest, lemon juice, vanilla, and cinnamon. Cook over medium heat, stirring often, until the berries release their juices and the mixture thickens, about 4–6 minutes. It should look glossy and jammy.
Cool the filling: Transfer to a bowl and let it cool to room temperature. Warm filling can make the dough soggy or hard to seal.
Prepare the dough: Unroll the pie crusts on a lightly floured surface. Use a 4–5 inch round cutter (or a bowl) to cut circles. Re-roll scraps once to get more circles. You should have 8–10 rounds.
Whisk the egg wash: Beat the egg with milk or water. Set aside with a pastry brush.
Fill the pies: Place 1–2 tablespoons of cooled blueberry filling in the center of each dough circle. Don’t overfill, or the seams will burst.
Seal: Lightly brush the edges with egg wash. Fold the dough over to form a half-moon. Press the edges to seal, then crimp with a fork. Cut 2–3 small slits on top for steam to escape.
Chill briefly: Place assembled pies on a plate or tray and chill in the fridge for 10–15 minutes. This helps them hold their shape.
Preheat the air fryer: Set to 350°F (175°C) for 3 minutes. Lightly spray or brush the basket with oil to prevent sticking.
Brush and sprinkle: Brush the tops with egg wash. Sprinkle with coarse sugar if you like extra crunch and shine.
Air fry: Arrange pies in a single layer without crowding. Cook at 350°F for 8–11 minutes, flipping halfway if your model browns unevenly. They’re done when deep golden and crispy.
Optional finish: Brush hot pies with melted butter for a bakery-style sheen. Let rest 5–10 minutes; the filling will set as they cool.
Glaze option: Mix 1/2 cup powdered sugar with 1–2 teaspoons milk and a drop of vanilla. Drizzle over cooled pies.