To make the blueberry sauce, add blueberries, agave, and water to a blender. Blend until smooth. You can store this sauce in the refrigerator in an airtight container or jar for up to 10 days.
To make the cocktails, fill a cocktail shaker halfway with ice. Add blueberry sauce, tequila, lime juice, and Cointreau. Shake well until combined and chilled.
Strain into a cocktail glass filled with ice.
Garnish with fresh blueberries and a lime wedge or lime wheel.