Thaw the Puff Pastry: Allow the puff pastry sheets to soften at room temperature for 30 minutes to 1 hour, or until they can be unfolded easily. Alternatively, wrap each sheet in paper towels and microwave for 15 seconds on each side. Make sure the pastry is pliable enough to unfold without breaking. Prepare the Cream Cheese Filling: Place the softened cream cheese and granulated sugar in a large mixing bowl. Using an electric mixer on medium speed, beat for about 2 minutes until smooth and creamy. A stand mixer fitted with a paddle attachment can also be used. Finish the Filling: Add the egg yolk, lemon juice, and vanilla extract to the cream cheese mixture. Beat again until all the ingredients are thoroughly combined and the filling is smooth.
Preheat the Oven: Heat the oven to 400°F (approximately 204°C) so it is ready when the pastries are assembled.
Prepare the Pastry Sheets: Unfold each puff pastry sheet and place it on a lightly prepared work surface. Use a rolling pin to gently flatten the dough with just a couple of passes on each side. Avoid rolling it excessively, as the pastry should retain its layered structure. Position the Pastry for Assembly: Transfer each pastry sheet onto a piece of parchment paper or a silicone baking mat that can be used for baking. Position the pastry so there is enough room to add the filling and fold the dough around it.
Spread the Cream Cheese Filling: Divide the cream cheese mixture evenly between the two pastry sheets. Spread half down the center of each sheet, leaving approximately 1 inch of pastry uncovered at both the top and bottom ends.
Add the Blueberries: Divide the blueberries between the two pastries, using approximately 1 cup per pastry. Arrange them evenly over the cream cheese filling.
Make the Initial Cuts: At the top and bottom ends of the filling, cut two slits at each end, following the vertical lines that run through the center of the pastry. These cuts will help shape the ends of the braid.
Fold the Top Edge: Fold the top section of pastry over the filling to cover the upper end. This creates a neat starting point for the braided pattern.
Shape the Top Corners: On both sides of the folded top section, cut diagonally from the filling toward the outer corners to create triangular pieces. Remove these triangles and set them aside.
Cut the Side Strips: Along each side of the filling, cut 11–12 diagonal strips approximately 1/2 inch wide. Keep the cuts parallel to the first diagonal cut, creating evenly spaced strips that can be folded across the filling.
Trim the Bottom Corners: Remove the trapezoid-shaped pieces of excess pastry at the bottom on both sides of the filling. Set them aside, leaving a neat section of dough at the bottom to finish the braid.
Braid the Pastry: Starting at the top, fold one diagonal strip across the filling, then fold the strip from the opposite side over it. Continue alternating sides, overlapping the strips as you work toward the bottom. This creates the braided appearance while keeping the filling enclosed. Finish the Bottom Edge: Cross the final strips over the filling at the bottom. Tuck the remaining rectangular piece of pastry underneath the last strips. If too much dough gathers at the end, trim it with kitchen scissors as needed. Check that all ends are tucked in securely. Prepare for Baking: Transfer the assembled pastries to a baking sheet, keeping them on the parchment paper or silicone baking mat.
Apply the Egg Wash: Crack the egg into a small bowl and whisk until blended. Brush the egg evenly over the exposed pastry surface, then sprinkle the coarse sugar over the top.
Bake the Pastries: Place the baking sheet in the preheated 400°F (204°C) oven. Bake for approximately 20–30 minutes, until the pastry has puffed up and developed a deep golden-brown color.
Cool the Pastries: Remove the pastries from the oven and allow them to cool for 10–15 minutes. This gives the filling time to settle slightly before serving.
Dust and Serve: Sprinkle the powdered sugar over the cooled pastries. Slice and serve as desired.
Store and Reheat: Store leftover pastry in the refrigerator for up to 2 days. To reheat, place it in a toaster oven for a few minutes or warm it in a 350°F (177°C) oven for 5–10 minutes, until heated through.