Preheat oven to 350 degrees F.
Add the blueberries, syrup and cornstarch to a small saucepan. Bring to a light simmer then reduce heat to low. Cook for 5 minutes. Use a fork to break down the blueberries then remove from heat to let cool.
Combine self-rising flour and fat-free Greek yogurt in a mixing bowl and stir together.
Knead dough for about 2 minutes.
Sprinkle flour onto your work surface and roll out dough until it is about 1/4 inch. Cut dough into a rectangle. You can discard the extra dough.
Spread the blueberry mixture onto the dough. Roll the dough up and cut into 1 inch pieces.
Spray a baking dish with nonstick cooking spray and add the blueberry rolls.
Whisk together the egg and water then brush onto the dough. Bake 25 minutes or until the dough is golden and cooked through.