Make the pastries:
Preheat the oven to 400ºF and line two baking sheets with parchment paper.
In the bowl of a stand mixer fitted with the paddle attachment, beat the cream cheese until smooth.
Add the sugar, lemon juice, lemon zest and vanilla to the bowl and beat until combined. Set aside.
In a medium saucepan, warm the fig jam just until it has thinned slightly. Place the blueberries in a medium bowl then pour the fig jam on top and stir until the berries are thoroughly coated. Set aside.
Roll out each sheet of thawed puff pastry on a lightly floured work surface until it is a 10-inch square. Cut each square into four smaller squares, then cut each smaller square in half diagonally to form eight triangles from each sheet of pastry. Place the pastry triangles on the lined baking sheets then prick each triangle several times with a fork, leaving a 1/2-inch un-pricked border around the edges.
In a small bowl, whisk together the egg with 1 tablespoon water. Brush each triangle all over with the eggwash then spread a portion of the cream cheese mixture in the centers of each triangle, leaving a 1/4-inch border around the edges. Top the cream cheese with a portion of the blueberry mixture, spreading it evenly across the cream cheese.
Bake the pastries for 15 to 18 minutes, or until golden brown and puffed around the edges. Transfer the pastries to a baking rack to cool while you make the glaze.
Make the glaze:
In a medium bowl, whisk together the powdered sugar, milk and lemon juice until combined. If the glaze is still too thick, whisk in additional milk, 1 teaspoon at a time, until it is thin enough to drizzle.
Once the pastries have cooled completely, use a small spoon or fork to drizzle the glaze atop the pastries. Serve immediately.