Using a small bowl, whisk together the water and cornstarch. Pour this mixture into a small saucepan along with sugar, vanilla and cinnamon; stir until well combined. (Note: If using fresh blueberries, increase amount of water to ⅓ cup.)
Place medium saucepan over medium-high heat and bring mixture to a boil, stirring often.
Let boil for 1 minute, stirring constantly.
Add blueberries and stir until well combined. Continue cooking for 1 more minutes, stirring constantly.
Remove saucepan from heat and let cool completely.
For the Shortcakes
Line a cookie sheet with parchment paper; set pan aside.
Using a large bowl, add flour, sugar, salt, baking powder and baking soda; stir until well combined.
Cut butter into ½” cubes and add to the bowl with the dry ingredients. Using a pastry cutter (or two table knives) cut in butter until it’s the size of small peas.
Add buttermilk and blueberries; stir until well combined. (Note: The dough should be somewhat shaggy at this point.)
Turn dough out onto a lightly floured surface. Press dough into an 8”x8” square. Cut dough into 4 equal pieces; stack each piece on top of themselves. Roll into a square again. Repeat process 2 more times. (Note: The dough will turn stickier at this stage. Just go with it!)
Roll dough into an 8”x8” square (~1” thick). Using a 2½” round cookie cutter dipped in flour, press down without twisting cutter. Place biscuits 2” apart on prepared baking sheet. Reroll scraps as needed until all dough has been used.
Place pan in freezer for 15 minutes.
Preheat oven to 425°F.
Whisk egg with 1 Tbsp of water; brush egg wash on top of biscuits.
Bake for 15 minutes, or until tops are golden brown in color.
Let biscuits cool for 5 minutes before splitting with a serrated knife.
Spoon blueberry sauce over bottom half of biscuits and top with whipped cream. Place top back on biscuit before serving.