Place the blueberries, granulated sugar, lemon juice, lemon zest, and cinnamon in a small saucepan over medium heat. Stir together and cook for about 3-4 minutes, until blueberries start to burst and release their juice.

Combine cornstarch and cold water in a small cup, stir until fully dissolved, then pour into the blueberry mixture while stirring constantly. Cook for another 2-3 minutes until thickened.

Remove from heat and let the compote cool completely before using.

In a medium bowl, combine softened cream cheese, sifted powdered sugar, vanilla extract, and lemon zest. Beat until smooth and fluffy.

Clear a clean, dry work surface and lay out your egg roll wrappers, cream cheese filling, cooled blueberry compote, and a small dish of water for sealing.

Place one egg roll wrapper on the work surface with one corner pointing toward you. Spread a tablespoon of cream cheese filling across the center.

Add a generous tablespoon of blueberry compote on top. Fold the bottom corner over the filling, then tuck in the left and right corners and roll tightly, sealing with water.

Stir together sour cream or Greek yogurt, powdered sugar, and vanilla extract. Add milk to thin if necessary.

Heat oil in a pot or deep skillet. Once hot, fry egg rolls in batches until golden brown, about 2-3 minutes. Remove and roll in cinnamon sugar mixture while hot.