Remove one dough round from the refrigerator and allow it to rest at room temperature for about 10 to 15 minutes. Lightly flour a clean work surface. Unwrap the dough and place on the floured counter top. Sprinkle the top of the dough with flour. Using a rolling pin, roll out the dough to 1/8th or up to 1/4th-inch thick. If the dough starts to split while rolling, allow it to warm another minute or two and try again.
Cut out as many 4-inch rounds as you can at first pass. Place the dough rounds on a piece of parchment or wax paper. Gather remaining dough scraps and re-roll. Cut out as many 4-inch rounds as possible. Any remaining dough scraps should be placed in the refrigerator to chill.
Beat together the egg and milk. Brush the egg wash over the top of the pastry rounds. Place 1 ½ tablespoons of chilled blueberry filling in a mound in the center of each pastry round. Don’t overfill or you won’t be able to seal. Start small and add more if you can to ensure each hand pie is full. Pull up the sides of the pastry to make the hand pie look like a taco. Starting at the bottom and working your way up to the middle, firmly pinch the dough together to seal. Leave the top center area for last.
Lay the pies on their side and firmly press the edges together using the tines of a fork. Using a small knife, cut a few small slits in the top to vent. Move the unbaked pies to a parchment lined baking sheet and refrigerate for at least 30 minutes before baking. Repeat with the remaining dough and filling. Finally, gather any remaining scraps and cut out as many rounds as possible. If the dough becomes hard to handle or sticky, refrigerate for 15 to 20 minutes and try again.
When ready to bake, preheat oven to 350°F. Line one or two large baking sheets with parchment paper or a silpat mat. The pies should be spaced about one inch apart.
Remove the pastries from the refrigerator and place on the prepared baking sheet. Brush the tops and sides of the pies with the remaining egg wash. Sprinkle with coarse sugar, if using, and make sure the vent holes are open. Bake for 30 - 40 minutes or until golden brown. Transfer the pies to a wire rack to cool. Pies can be served slightly warm.