Heat oven to 400°F. Line a large baking sheet with parchment.
Stir sugar, cornstarch, lemon zest, and salt in a bowl.
Add blueberries, lemon juice, and vanilla. Toss gently. Let stand 10 minutes to get juicy.
Whisk beaten egg with water to make an egg wash. Set aside.
Unfold pastry on a lightly floured surface. Roll gently to smooth seams.
Cut pastry into eight even squares. Transfer squares to the baking sheet.
Brush square edges with egg wash. Spoon blueberry filling in the center of each square.
Fold into triangles. Press to seal, then crimp edges with a fork.
Cut a small vent on top of each turnover. Brush tops with more egg wash.
Sprinkle with turbinado sugar. Bake 20–24 minutes, until puffed and deep golden.
Cool on the sheet 5 minutes, then on a rack 10 minutes. Serve warm.