In a small bowl, combine the water, sugar and yeast together and let it sit until the yeast bubbles.
In another small bowl mix the egg and the butter.
In the bowl of your mixer, add the flour, salt and mix. Add the butter/egg mixture and the yeast mixture and using the paddle attachment, mix it all together until everything is well incorporated. The dough will be fairly soft.
Place the dough into an oiled bowl and rub some of the oil all over the dough. Let it rise in a warm place until it doubles in size.
In the meantime combine the ricotta cheese and feta cheese together.
Divide the dough into 4 pieces and roll each piece into a ball. Flatten each ball so that it's about 4 inches in diameter. Place a quarter of the cheese mixture in the middle then fold up the sides of the dough to fully cover the cheese. Flatten the dough, so that it's about 4 inches in diameter again. Using a knife cut the dough, leaving about one inch in the middle, making about 12 slits all the way around.
Repeat with remaining dough and filling.
Preheat oven to 375 F degrees.
Let the pastries rise a bit for another 30 minutes.
Brush the pastries with egg wash and add a tbsp of blueberry jam in the middle of each pastry.
Bake for about 45 minutes, or until golden brown.