Unroll the defrosted phyllo dough and place it under a slightly damp kitchen towel to stop the dough from drying out. Cover whenever the dough is not in use.
Lay 1 sheet of the phyllo on a large cutting board. Lightly coat with cooking spray. Top with another sheet of phyllo dough, coat with with cooking spray and repeat one more layer of phyllo dough and cooking spray.
Cut the dough lengthwise in thirds. Place 1 teaspoon of goat cheese, 3 to 4 blueberries and ¼ teaspoon of honey about one inch from the bottom of once section of dough. Fold the dough over top of the filling to form a triangle. Continue to fold, maintaining the triangle shape until the end of the dough is reached. Repeat with the other two strips of dough. Place on an ungreased baking sheet.
Repeat with the remaining dough, goat cheese, blueberries and honey.
Bake until the turnovers are golden brown, 12 to 15 minutes. Cool.
Mix powdered sugar with cinnamon, use sifter and sprinkle sugar mixture overtop turnovers.