Remove the puff pastry from the freezer and let it thaw completely in the refrigerator. In a bowl, mix the cream cheese with the egg yolk, granulated sugar, vanilla and lemon zest.
In another bowl, mix the blueberries with the cornflour.
Spread a sheet of puff pastry on a paper-lined oven tray. Spread half the cream cheese lengthwise in the middle of the sheet, so that it covers 1/3. Sprinkle half of the blueberries on top. With a pizza cutter or knife, cut strips of about 1,5cm thick, on the other 2/3 of the pastry, left and right of the cheese and blueberries (1/3 left and 1/3 right). Alternating, bring the strips inwards to cover the blueberries.
Brush the surface with the beaten egg. Transfer the dough to the oven and bake at 180 C fan, for 50-55 minutes.
Mix the icing sugar with the cream until you have a light icing. Remove baked braid from the oven and using a fork, drizzle over the icing and create linear shapes. Serve at a warm or room temperature.