Wash the berries and pat dry. Mash up half of the blueberries in a small bowl.
Whisk the sugar, salt and tapioca flour in a medium bowl. Add the mashed blueberries, orange juice and orange zest and stir to combine. Let the mixture sit for 15 minutes. Fold in the whole berries.
Line a 9-inch pie plate with aluminum foil. Place the blueberry mixture into the foil and place in the freezer until solid, 6 to 8 hours.
Once the filling is frozen, remove from the aluminum foil and wrap in plastic wrap and store in a freezer bag for up to 3 months.
To bake: Heat oven to 325°F.
Unroll first piece of dough and place into a 9-inch pie pan, making sure the dough reaches to the lip of the pie pan. Trim excess, if necessary. Prick the bottom and sides with a fork and set aside.
Unroll second piece of dough and cut into 1 1/8-inch wide strips (should result in 9 to 10 strips). I use a pizza cutter for this but a sharp-pointed paring knife will work also, as long as the dough is chilled.
Remove the frozen pie filling from the freezer and place into the prepared dough in the pan.
Build your lattice by laying 4 to 5 strips of dough in horizontal stripes across the top of the pie. Weave the remaining strips vertically into the horizontal strips, creating a basket-weave lattice. Crimp around the edge with a fork. If you refrigerated the lattice beforehand, place it on top of the pie and leave it at room temperature for 10 minutes before continuing.
Lightly brush the edge of the crust with the egg yolk and place the pie on the bottom rack of the oven. Bake until the pie bubbles around the edges, approximately 1 hour 15 minutes.
Place the pie on a wire rack and cool to room temperature before serving, 1 1/2 to 2 hours.