1. Making the Blueberry Filling

1. In a saucepan, combine blueberries, sugar, cornstarch, and lemon juice.
2. Cook over medium heat, stirring occasionally, until the mixture thickens and becomes syrupy.
3. Remove from heat and let the filling cool completely before using.

2. Preparing the Cookie Dough

1. In a large bowl, cream together the softened butter and sugar until light and fluffy.
2. Add the egg and vanilla extract, and beat until combined.
3. In a separate bowl, whisk together flour, baking powder, and salt. Gradually add the dry ingredients to the wet ingredients, mixing until just incorporated.
4. Chill the dough in the refrigerator for at least 30 minutes to firm up.

3. Assembling the Cookies

1. Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
2. Roll out small portions of dough (about 1 tablespoon each) on a floured surface.
3. Add a spoonful of cooled blueberry filling to the center of each dough portion.
4. Seal the edges by pressing with a fork and crimping around the edges.
5. Brush the cookies with a light egg wash and sprinkle with coarse sugar for texture.

4. Baking the Cookies

1. Bake for 12-15 minutes or until the cookies are golden brown and the filling is bubbling slightly.
2. Allow the cookies to cool on a wire rack before serving.