Preheat the oven to 400°F (204°C). Line baking sheets with parchment paper.
In a medium bowl, combine the softened cream cheese, 1/2 cup granulated sugar, lemon zest, and egg. Stir or whisk until smooth and creamy.
In a separate bowl, combine the frozen blueberries with the remaining 1/4 cup granulated sugar, lemon juice, and flour. Toss gently until the blueberries are evenly coated.
Place one rolled pie dough round on a prepared baking sheet and cut it into four equal quarters.
Spoon a heaping tablespoon of cream cheese filling into the center of each piece of dough, leaving enough space around the edges for sealing.
Add approximately 2 tablespoons of the blueberry mixture over the cream cheese filling. Avoid overfilling the pastries, as excess filling can make them difficult to seal.
Lightly brush the edges of the dough with heavy cream.
Bring the opposite corners of each piece of dough together to create a triangular hand pie. Trim uneven edges if necessary.
Press the edges together firmly, then crimp with a fork to seal.
Brush the tops of the Blueberry Cream Cheese Hand Pies lightly with heavy cream and sprinkle with sanding sugar.
Repeat with the remaining pie dough and fillings.
Cut a small vent in the top of each pastry to allow steam to escape while baking.
Bake for 20–25 minutes, rotating the baking sheets halfway through, until the pastry is puffed and golden brown and the blueberry filling is bubbling.
Transfer the baked hand pies to wire racks and allow them to cool completely before serving.