Make the cookies: In a large bowl, beat butter and sugar until completely creamy. Beat in vanilla and fold in flour until a dough forms. Wrap dough in plastic wrap and chill 1 hour.
Remove chilled dough from refrigerator and roll into 1-in balls. Place balls on parchment paper-lined baking sheets and gently use your thumb to make an indention.
Bake cookies at 350F 10 minutes or until edges are golden brown. If necessary, re-indent thumbprint and cool cookies on a wire cooling rack.
Make the filling: In a small saucepan, bring blueberries, sugar, and lemon juice to a simmer. Remove 1/4 cup of liquid and whisk with cornstarch until smooth. Add to blueberry mixture and stir occasionally until sauce is thickened. Remove from heat and cool.
Make the glaze: In a small bowl, whisk all glaze ingredients until smooth and drizzly.
Fill thumbprint cookies with blueberry filling and drizzle glaze on top. Let cookies stand 10 minutes to set. Enjoy!