Preheat the oven to 400°F / 200°C. Line 3 baking sheets with parchment paper.
Generously flour the countertop. Unwrap one chilled disc of dough and place it on the floured surface.
Using a floured rolling pin, gently roll the dough from the center outward. The chilled dough will initially be quite firm, so work with it gradually. It will soften fairly quickly as you roll.
Continue rolling from the center outward, rotating the dough as needed, until it reaches approximately 1/8 inch thick. If the butter begins to soften too much and the dough becomes sticky or mushy, transfer the dough to a baking sheet and refrigerate or freeze it for a few minutes, just until it firms up again.
Cut the rolled dough using a 2 ½–3 inch cookie or biscuit cutter, or use a knife to cut the dough into squares.
Prepare the egg wash and have a pastry brush ready. Lightly brush egg wash around the edges of half of the dough pieces.
Cut small vents into the centers of the remaining dough pieces. These will form the tops of the pies.
Spoon 1 rounded teaspoon of blueberry filling into the center of each egg-washed piece of dough.
Cover each filled piece with one of the vented dough tops. Avoid adding too much filling, as overfilled pies are harder to seal and may leak while baking.
Gently press the top and bottom pieces together with your fingertips. Seal the perimeter of each pie by pressing the edges with the tines of a fork.
Brush the tops with egg wash. Sprinkle with coarse sugar, if desired.
If the assembled pies or remaining dough become soft or mushy, refrigerate them briefly before baking.
Repeat the rolling, cutting, filling, and sealing process with the second disc of dough and the remaining filling. Dough scraps can be re-rolled, but handle them as little as possible.
Arrange the pies on the parchment-lined baking sheets, leaving 1–2 inches between them.
Bake for 15–18 minutes, or until the pies are puffed and golden.
Transfer the baked pies to a wire rack and allow them to cool.