Preheat oven to 350 degrees F.
Spray baking sheet with cooking spray and roll out Pillsbury Crescent Dough.
In a large bowl or stand mixer fitted with a whisk attachment, beat cream cheese, sugar, cinnamon, and vanilla until light and smooth. Spread evenly over the rolled out dough, leave a 1 in. boarder around the edges.
Sprinkle with 1/4 cup of the pecans and the blueberries, roll up starting with the long edge and pinching together the ends when you're done.
Cut the rolled up dough lengthwise and twist it together and shape into a circle by pinching the ends together. You can bake it right on the pan, or transfer to an 8 in. round baking dish or pie pan to help it keep it's form and make for easy serving.
Brush the bread with the beaten egg, then sprinkle with remaining nuts and coarse sugar.
Bake for 25 to 30 minutes until top is golden brown.
Once it's done baking, stir together confectioners' sugar and milk or water in a small bowl and then drizzle the icing over the freshly baked pastry.
Serve warm.