Preheat oven to 375 degrees Fahrenheit. Mix the egg and milk in a bowl and set aside. In separate bowl, add the cream cheese, sugar, vanilla extract, the zest of the lemon and mix to combine. Set aside. In another bowl, add the fresh blueberries and blueberry jam. Mix and set aside. Cut the puff pastry into six rectangles. Take a knife and lightly score a rectangle into each puff pastry about two inches from each side. Dock the middle of the newly scored rectangle and place on a Silpat, or parchment lined baking sheet. Finish the remaining puff pastry and brush each rectangle with the egg & milk mixture. Dollop the cream cheese mixture into the docked portion of each pastry. Spread to cover leaving a well in the center. Place the blueberries in the well of each pastry. Bake for 35 minutes, or until the pastry is puffed and golden around the edges. Zest the remaining lemon over the warm pastries. Serve hot.