Place ingredients, in the order listed (minus blueberries) into your bread machine and select the dough program.
Preheat oven to 180°C/350°F
When the dough is ready, carefully place onto a very lightly floured surface. Roll out the dough into a long sausage shape. You want to cut into pieces that are approx. the size of a golf ball. Or you can pinch off golf ball pieces from the dough. You should get at least 24 pieces from this recipe. Cover pieces you aren't working on with cling wrap so they don't dry out.
Roll out the dough balls thinly into the shape of an oval, you most likely won't need a floured surface when you roll, as the dough needs to remain tacky so it will pinch together nicely. Too much flour will impact your ability to seal the piroshki. Just be careful. Place about 1 tablespoon of blueberry pie filling in the centre. Resist the urge or overfill with blueberries, or they will burst. Pinch both sides of the edges of the dough together, creating a seal all around. Don’t allow the filling to touch the edges or the seal will come apart.
Place the piroshki on parchment paper, or a lightly greased baking tray, upside down, so you cannot see the pinched seal, and flatten them a bit. Don't allow them to touch each other, as they will stick together.
Make the egg wash by beating the egg yolk with 1 teaspoon of whipping cream and brush the piroshki with the egg wash before putting into the oven.
Place into the oven and bake until golden brown, about 15 minutes.