Preheat the oven to 375°F and grease 8 cups of a standard muffin pan. Separate the crescent dough into 8 triangles.
Press one dough triangle into each prepared muffin cup, allowing the pointed end to extend slightly above the pan.
Beat the cream cheese, powdered sugar, vanilla extract, and lemon zest until smooth. Divide the cheesecake mixture among the dough cups.
Spoon the blueberry preserves over the cheesecake filling and add a few fresh blueberries to each cup. Fold the exposed dough point loosely over the filling.
Whisk the egg with the water. Brush the dough with the egg mixture, sprinkle with coarse sugar, and bake for 13 to 16 minutes until golden brown.
Cool the bites in the pan for 10 minutes, then carefully transfer them to a serving plate.