Preheat oven to 350 Degrees F.
In a large bowl, mix together the all-purpose flour, sugar, salt, baking powder, and baking soda.
Shred your ice-cold butter and press into your mixture with your hands to form a sandy or crumb-like texture.
Gently fold in your blueberries. Next, add your cold milk and mix with a wooden spoon just enough to begin to form a dough.
Release onto a floured surface and form into a dough ball. Roll out to about 1/2 inch thick, then fold in half. Turn 90 degrees and fold over again. Roll out the dough again and repeat this process 5-6 times. This will help to form layers. Roll out one last time and use a biscuit cutter to cut out biscuits.
Make an egg wash by beating your egg with 1 Tbsp water. Brush tops of the biscuits with the egg wash.
Add to oven and bake for about 18-22 minutes or until golden brown on top.
When the biscuits are ready, make your lemon glaze by whisking together your confectioner's sugar and lemon juice. If you prefer the glaze to be thicker then add more sugar or for a lighter texture add more lemon juice or water.
Serve hot and enjoy!