Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together flour and salt before adding sugar. Cut in butter and cream cheese until coarse crumbs form, then add egg and vanilla to form the dough.
Wrap the dough in plastic wrap and refrigerate for about 20-30 minutes.
Combine blueberries, cornstarch, lemon juice, and water in a saucepan over medium heat until thickened; let cool completely.
Roll out chilled dough and cut circles; place spoonfuls of filling on each circle, fold and seal them.
Arrange filled bombs on the baking sheet and bake for 18-20 minutes until golden brown; dust with powdered sugar once cooled.