Preheat the oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a medium saucepan over medium heat, combine the blueberries, granulated sugar, cornstarch, lemon juice, and vanilla extract. Cook for about 5-7 minutes, stirring occasionally, until the mixture starts to bubble and thicken. Remove from heat and let it cool slightly.
Open the biscuit dough and separate the biscuits. Flatten each biscuit into a circle about 4 inches in diameter.
Place a tablespoon of the blueberry mixture in the center of each biscuit circle.
Fold the edges of the biscuit over the filling, pinching to seal and form a ball.
Place the pie bombs seam-side down on the prepared baking sheet. Brush the tops with melted butter and sprinkle with cinnamon.
Bake for 12-15 minutes or until golden brown.
Remove from the oven and let cool for a few minutes. Dust with powdered sugar before serving.