To make the blueberry sauce, combine the blueberries, sugar, and lemon juice in a small saucepan. Simmer over medium heat, stirring often, for 15-20 minutes until the blueberries soften and the sauce thickens. Remove from heat, transfer to a bowl, and allow to cool. The sauce will thicken further as it cools.

Preheat your oven to 425°F (220°C). If you're using frozen puff pastry, thaw it according to the package instructions until it's cold but still manageable. Roll out the puff pastry into a rectangle measuring about 10 x 15 inches (24 x 36 cm) if necessary. Lightly sprinkle 1 teaspoon of sugar over the pastry.

Cut the pastry into six squares, each measuring 5 inches (12 cm) on each side. Place the squares on a baking sheet lined with parchment paper. Fold each square into a triangle by bringing one corner over to the opposite corner, and press the edges to seal them to prevent the triangles from opening during baking.

In a small bowl, whisk together the egg and milk to create an egg wash. Brush the tops of the pastries with this mixture and sprinkle the remaining sugar on top. Bake for about 20-22 minutes, or until they are golden brown, checking around 18 minutes to ensure they don’t burn. Allow the pastries to cool completely.

While the pastries are baking, prepare the mascarpone whipped cream. In a large mixing bowl, beat the cold heavy cream with a hand mixer until stiff peaks form. In a separate medium bowl, mix the mascarpone cheese with powdered sugar and vanilla extract until smooth. Gently fold the mascarpone mixture into the whipped cream until well combined. Adjust the sweetness to your liking and place the mixture in a piping bag. Refrigerate until you're ready to serve.

To assemble the pastries, carefully slice each cooled pastry in half without cutting all the way through, just enough to create a pocket for the filling. Generously spread blueberry sauce inside each pastry on both the top and bottom. Pipe the mascarpone whipped cream into the pastries, then close them up and dust the tops with powdered sugar. Serve immediately for the best texture and flavor.