Soften pie shells at room temperature. In a medium saucepan, combine 1 cup of the blueberries, the sugar, cornstarch and 2 tablespoons water. Bring to a boil; cook and stir until mixture thickens and is clear. Stir in butter; cool for 5 minutes. Stir in the remaining 2 cups blueberries and the peel; cool. Preheat oven to 400°F. Pour cooled filling into one pie shell. Lay the remaining pie crust on a sheet of waxed paper; press to close any cracks. With a knife or decorative pastry wheel, cut seven 3/4-inch wide strips; arrange in a criss-cross pattern on top of blueberries, pressing ends into the edges of the bottom crust. Combine egg yolk with 1 tablespoon water. Brush top crust with egg mixture. Place pie on a baking sheet. Bake in the bottom third of the oven until crust is golden and filling gently bubbles, about 30 minutes. Cool on a rack; serve warm.

Serve topped with hot blueberry sauce.