In a large mixing bowl, combine 1 cup of all-purpose flour, 2 teaspoons of sugar, and ½ teaspoon of sea salt. Stir to mix well. Add the ½ cup of very cold, cubed butter into the flour mixture. Using a pastry cutter or your fingers, mix until the mixture resembles coarse crumbs.
Slowly add in 3-4 tablespoons of ice water, one tablespoon at a time, mixing until the dough holds together but is not sticky. Be careful not to overwork the dough. Once combined, shape the dough into a disc, wrap it in plastic wrap, and refrigerate for about 30 minutes.
In a medium saucepan over medium heat, combine 1 cup of fresh blueberries, ¼ cup of sugar, 2 teaspoons of cornstarch, 1 tablespoon of water, and 2 teaspoons of lemon zest (if using). Cook while gently stirring until the mixture starts to bubble and thicken, about 5-7 minutes. Remove from heat and let it cool while you roll out the dough.
On a lightly floured surface, roll out the chilled dough into a ¼-inch thick sheet. Using a pastry cutter or a sharp knife, cut out circles or rectangles, depending on your preference, about 4 to 5 inches wide.
Place a tablespoon of the blueberry filling in the center of each dough cutout. Be careful not to overfill, as this can cause the pies to burst during cooking.
Fold the dough over the filling to create a half-moon shape or bring the edges together for a rectangle. Press the edges firmly with your fingers to seal, then use a fork to crimp the edges for added security and decoration.
In a small bowl, whisk together 1 egg and 1 tablespoon of water to create an egg wash. Brush the tops of each hand pie with the egg wash and sprinkle with coarse sugar if desired.
Preheat your air fryer to 350°F (175°C). Place the hand pies in the basket, ensuring they are not touching each other. Cook for 10-12 minutes or until they are golden brown and crispy.
Once cooked, carefully remove the hand pies from the air fryer and let them cool on a wire rack for a few minutes before serving. Enjoy them warm or at room temperature!