Preheat your oven to 350 degrees. Line a large rimmed baking sheet with parchment paper or silpat. Place thawed puff pastry sheet on a lightly floured work surface and roll into a 17- x 10-inch rectangle. Cut the puff pastry in half lengthwise; place 1 pastry half on prepared baking sheet.
Beat cream cheese, powdered sugar, and lemon zest and juice with a stand mixer fitted with the paddle attachment until mixture is smooth.
Measure 1/3 cup cream cheese mixture into a separate medium bowl; set aside to make icing. Spoon remaining cream cheese mixture (about 1/2 cup) in a 1 1/2-inch-wide strip lengthwise down the middle of pastry half on prepared baking sheet, leaving a 1-inch border along short pastry edges.
Stir together preserves and cornstarch in a small bowl. Spoon preserves mixture evenly along long edges of cream cheese strip (about 2 tablespoons per side), leaving a 1-inch border on each long side. Beat together egg and 1 tablespoon water in a small bowl.
Brush border of topped pastry lightly with egg mixture; reserve remaining egg mixture. Place remaining pastry half on top of filled pastry, pressing edges firmly to seal.
Brush the pastry lightly with reserved egg mixture. Using a paring knife, cut 6 small (about 1/2-inch) slits on top of pastry. Bake until golden brown and evenly puffed, about 25 to 30 minutes.
Transfer baking sheet to a wire rack; let pastry cool 10 minutes.
Whisk milk into reserved 1/3 cup cream cheese mixture until smooth. Drizzle over warm pastry, and sprinkle with crushed freeze-dried blueberries. Serve warm.