Heat oven to 350°F. Spray nonstick 9-inch tart pan with removable bottom with Crisco® Original No-Stick Cooking Spray. Line cookie sheet with parchment paper; place tart pan on cookie sheet.
In medium bowl, grate 1 teaspoon zest from the lemon. In small bowl, squeeze 1 tablespoon juice from the lemon; set aside.
Mix 2 tablespoons of the blueberries with the lemon zest, mashing berries slightly with fork. Stir in preserves, remaining blueberries and butter; set aside.
Separate rolls from both cans; reserve icing. On parchment paper, press rolls, cinnamon side down, into 3- to 4-inch rounds. Spoon about 1 tablespoon blueberry mixture in center of each round. Fold dough over filling, pressing edges to seal. Place filled rolls in pan, seam side up in spoke fashion with 2 in the center.
In small bowl, lightly beat egg with wire whisk; brush over rolls. Bake 22 to 32 minutes or until center is deep golden brown. Remove to cooling rack.
Cool 5 minutes. Remove side of pan; cool 10 minutes longer. Stir reserved icing into lemon juice. Drizzle evenly over rolls. Sprinkle with pecans. Serve warm or cool.