Preheat oven to 425 degrees F. Line two baking sheets with parchment paper. In a saucepan combine blueberries, sugar, cinnamon, nutmeg, lemon juice, salt, and butter.
Cook over medium-low heat until berries soften (5 minutes). Stir in flour and cook until thickened (about 2 minutes). Remove from heat and set aside to cool.
Lightly flour a work surface. Unroll puff pastry and cut into thirds along the folds. Spoon cooled filling down the center of each piece of puff pastry. Bring edges together and pinch to close.
Don’t overfill or they will break open during baking. Slice into 1-1/2 inch lengths. Place rolls on baking sheets. Mix egg (or egg white) with a small amount of water.