Stir blueberries, 3 tbsp sugar, and lemon juice in a small saucepan.
Whisk cornstarch with 2 tbsp water, then stir into the pan. Simmer until thick, 3–5 minutes. Cool completely.
Beat cream cheese, 1/4 cup sugar, vanilla, and lemon zest in a bowl until smooth and fluffy.
Heat oil in a deep pot to 350°F. Set a rack or paper towels nearby.
Lay a wrapper diamond-side up. Spread 1 tbsp cheesecake filling and 1 tbsp blueberry filling near the center.
Brush edges with water. Fold bottom up, tuck sides in, and roll tightly to seal. Repeat with remaining wrappers.
Fry rolls in batches until deeply golden, about 2–3 minutes, turning once. Do not crowd the pot.
Drain briefly on the rack. Dust with powdered sugar and serve warm.