Once the cream cheese dough is chilled, roll it out on a well floured surface and then use a Pastry Wheel to create strips. You can make them thick or thin, depending on what look you are going for. Mine were about about 1/2-inch thick.
Lay out half the strips on a sheet of parchment, set on a cookie sheet, with some space between the strips. Fold up every other strip and lay one of the remaining strips across those still laid flat. Repeat with the next rows until you reach the bottom. Start back at the middle and do the same on the other side. Place the cookie sheet with lattice in the freezer to stiffen.
Pour the blueberry filling over the thyme shortbread crust and let it sit while you wait for the lattice to chill. Remove the lattice from the freezer and make sure it is the right size. This is just done by eyeballing it next to the pan, then use the pastry wheel to trim excess. You can always trim more when you place it on the filling. Quickly brush the lattice with the egg wash.
Carefully lift the lattice onto the filling. If the lattice is chilled well enough this should be a very easy task. If it is still too soft, return it to the freezer until it is harder. Trim any excess. Sprinkle with the sugar. Bake for about 35 to 40 minutes or until the crust is golden and the filling is bubbling.
Allow the bars to cool completely. Trim the edges and cut into equal pieces. They can be stored at room temperature for a day and then covered and refrigerated or frozen.