Make the berry jam: In a small saucepan, combine the frozen blueberries, granulated sugar, and lemon juice. Cook over medium heat, stirring occasionally, until the berries break down and the mixture thickens (about 10-15 minutes). Set aside to cool.
Make the cream filling: In a chilled mixing bowl, beat the heavy whipping cream until stiff peaks form. In another bowl, beat the cream cheese, sour cream, powdered sugar, and vanilla extract until smooth. Gently fold the whipped cream into the cream cheese mixture until combined and fluffy.
Prepare the puff pastry: Preheat your oven to 375°F (190°C). Unroll the pre-made puff pastry sheets on a lightly floured surface. Cut each sheet into 4 equal squares (8 total).
Assemble the croissants: Place a spoonful of the cream filling in the center of each pastry square, then top with a spoonful of berry jam. Fold the corners of the pastry toward the center to form a pocket, pinching the edges to seal.
Apply egg wash: Brush each croissant with the whisked egg to give it a golden, glossy finish.
Bake: Place the croissants on a parchment-lined baking sheet and bake for 20-25 minutes, or until they are golden brown and puffed up.
Finish: Let the croissants cool slightly, then dust with powdered sugar before serving.