To make the filling, place the blueberries, cornstarch, lemon juice and zest, salt and sugar into a medium pot over a medium-high heat. Stirring the mixture, cook until slightly thickened. Take off the heat and leave aside to cool completely.
While the filling cools, butter one side of each of the slices of bread and press into the sugar so it coats evenly.
When ready to cook, prepare the grill. Once at a medium-high heat, place the bread slices on the grill, sugar-side down and fill every second slice with about 3 tbsp of filling.
Once the sugar begins to caramelise, place the empty slices on top of the filled ones and grill until golden and crunchy.