Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
In a medium bowl, mix together the blueberries, granulated sugar, cornstarch, lemon juice, salt, cinnamon, and nutmeg.
Roll out the puff pastry on a floured surface to a thickness of about 1/8 inch.
Use a cookie cutter or a glass to cut out circles of pastry. You should be able to get about 12-15 circles.
Spoon a small amount of the blueberry mixture onto one half of each pastry circle.
Brush the edges of the pastry with the beaten egg for a golden glaze.
Fold the other half of the pastry circle over the filling and press the edges together to seal the pie bomb.
Use a fork to crimp the edges of the pastry to create a decorative border.
Place the pie bombs on the prepared baking sheet and brush the tops with the melted butter.
Bake the pie bombs for 20-25 minutes, or until they are golden brown.
Allow the pie bombs to cool on a wire rack for 10-15 minutes before serving.