1.In a medium saucepan, lightly beat egg. Add coconut milk, milk, sugar, and tapioca; whisk to combine. Set aside, at least 5 minutes, until tapioca is slightly softened.
2.Stirring constantly, bring mixture to a boil over medium heat; stir in vanilla. Transfer mixture to a bowl; cover with plastic wrap. Let cool until no longer hot, about 30 minutes. Refrigerate until cold, 2 to 3 hours (or up to 3 days).
3.Just before serving, whisk pudding to loosen. Divide among four serving glasses or dishes; top with blueberries.