In a large mixing bowl, whisk together the flour, salt, and sugar. Cut in the cold butter using a pastry cutter until the mixture resembles coarse crumbs. Drizzle in ice water, one tablespoon at a time, mixing until the dough comes together.
Turn the dough out onto a floured surface and shape it into two flat discs. Wrap each in plastic wrap and refrigerate for at least 30 minutes, and up to 2 days.
In a medium bowl, combine the blueberries, sugar, cornstarch, lemon juice, lemon zest, cinnamon, and a pinch of salt. Stir gently to coat. Let the mixture sit for about 10 minutes.
Preheat the oven to 375°F and grease the cups of a muffin tin. Roll out one disc of chilled dough to about 1/8-inch thick. Cut out 12 circles using a 4-inch round cutter. Roll out the second disc and cut it into thin strips for lattice tops.
Press each dough circle into a prepared muffin cup, gently pushing it into the bottom and up the sides. Leave a small overhang. Spoon the filling evenly into each crust, filling about three-quarters full. Dot each with a small piece of butter.
Lay strips of dough across the top of each pie in a lattice pattern, or place a single dough circle on top and cut slits for steam. Trim any excess dough and gently press the edges to seal.
Brush the top of each pie lightly with the beaten egg and sprinkle with coarse sanding sugar for a bit of sparkle and crunch.
Place the muffin tin on the middle rack of the preheated oven. Bake for 18 to 20 minutes, until the crusts are deep golden brown and the filling is bubbling. Tent with foil if the tops brown too quickly.
Let the pies cool in the tin for at least 15 minutes. Run a thin knife around the edge of each pie to loosen it, then carefully lift them out. Cool on a wire rack before serving.