Prepare blueberry filling. Beat together the egg and milk mixture. Brush it on the bottom crusts. Divide the blueberry filling mixture on top of 6 of the dough rectangles. Pile it in the center of the dough.
Cut out a small shape from the top crusts. Place the top crusts on the blueberry filling. Stretch dough to make the edges meet. Seal the edges and crimp them closed. Brush the egg and milk mixture on top of the pies. Sprinkle with coarse sugar. Bake and let cool.