In a bowl, combine the egg, vanilla sugar, and powdered sugar. Beat for 2-3 minutes until frothy.
Add the ricotta and stir until smooth.
Mix in the semolina, roughly 1 teaspoon of lemon zest, and about 2-3 teaspoons of lemon juice. Stir until well combined.
Melt the butter.
Preheat the oven to 220°C (428°F) with top and bottom heat.
Take the strudel dough sheets out of the package. Stack two sheets together and brush with melted butter. Sprinkle with desiccated coconut, leaving one long edge free. Repeat with the remaining sheets to make 3 strudels total.
Gently fold the frozen blueberries into the ricotta mixture.
Spread the blueberry filling along half the length of each stacked dough, leaving about 2 cm free on the sides and ends. Fold the side edges inward and roll up each strudel from the filled end.
Place the rolled strudels on a baking sheet lined with baking paper. Brush all over with melted butter.
Bake at 220°C (428°F) for 10 minutes.
Reduce the heat to 200°C (392°F), brush the strudels again with butter, and bake for another 10 minutes. If browning too quickly, cover with aluminum foil.
Dust the hot strudels with icing sugar and serve with vanilla sauce, vanilla ice cream, or lightly whipped cream.