Make the filling: Combine the filling ingredients in a small saucepan and stir until sugar and cornstarch has been completely dispersed. Heat the mixture over medium high heat until the blueberries begin to breakdown, about 15 minutes. Move the filling to a heat-proof bowl and let the mixture cool completely before using.
Roll out the dough: Divide dough into two portions. Wrap one portion in plastic wrap and refrigerate. Place the other portion on a lightly-floured work surface. Using a rolling pin, flatten the dough out into an 8 by 11-inch rectangle.
Cut out dough portions: Using a sharp pairing knife or pizza wheel, trim 1-inch off the edges of the dough. Measure out and cut out six 3-inch squares. Place the dough portions on a parchment-lined baking sheet. Place the baking sheet in the refrigerator.
Prep: Preheat oven to 400 F.
Shape turnovers: Place a tablespoon of filling in the center of each portion of dough. Brush the edges of the dough with egg white. Fold the dough over into a triangle to enclose the filling. Using a fork, seal the edges completely.
Unwrap the remaining dough portion and repeat.
Bake: Brush the tops of the dough with egg yolk. Bake the turnovers for 15 to 20 minutes. Transfer the baked turnovers to a cooling rack.
Make the glaze: Combine the sifted powdered sugar and lemon juice, using a spatula or whisk stir the mixture until completely combined and smooth. Add water sparingly if you’d like to thin out your glaze.
Serve and store: Drizzle the glaze over your turnovers and enjoy. These turnovers are best enjoyed once they have cooled slightly. Store any leftover in an airtight container at room temperature for up to 3 days.