Pre-heat the oven to 350 degrees. Line a baking sheet with aluminum foil and place the phyllo shells on the lined pan.
Place the blueberries in a dish and microwave them on high for 20-30 seconds until warm. Transfer them to the bowl of a food processor. Add the sugar, egg white, cream cheese, Greek yogurt, lemon juice and vanilla extract. Turn on the food processor and blend for 1-2 minutes until smooth.
Pour/spoon the blueberry cheesecake filling evenly into the phyllo shells. Place the sheet pan into the oven and bake for 12-15 minutes. Allow to cool for 5-10 minutes and then refrigerate for 10 minutes to chill. Serve immediately*.
*Filled phyllo shells don’t stay crispy when stored in the fridge for an extended period of time, so if you’re not planning to serve these all right away, I’d suggest making the blueberry cheesecake filling and then filling and baking only the number of shells you plan to eat right now. Then stick the rest of the filling in the fridge and the rest of the phyllo shells back in the freezer to fill and bake as desired.