Pour the heavy cream into your mixing bowl and begin beating on low speed for about two minutes. Increase the speed to medium high and continue whipping until it begins to thicken. Add the powdered sugar and keep beating until the cream holds firm peaks.
Set aside 2 cups of this sweetened whipped cream for the filling, and keep the rest for layering later.
In the same bowl, add the softened cream cheese and beat on medium speed for about 1½ to 2 minutes, until smooth and lightly whipped. Add the blueberry filling along with the lemon zest and lemon juice, then beat again until everything is well blended.
Gently fold in the reserved 2 cups of whipped cream, taking care to combine it fully while keeping the mixture light.
Transfer the blueberry mixture into one piping bag, and the remaining whipped cream into another.
To assemble, layer into small dessert glasses or bowls: start with the blueberry mixture, then whipped cream, then a layer of blueberries. Repeat the layers as desired.
Finish with a few extra blueberries on top, and a slice of lemon if you like. Let the desserts rest for about 3 hours or overnight before serving.