No, you do not need to thaw frozen blueberries. They actually thaw relatively quickly, so they bake well in this blueberry pie recipe and hold up without becoming too soggy.  However, I usually opt to thaw them slightly to avoid freezing any of the blueberry pie filling ingredients as I mix them together. When I use frozen berries I put them in a mixing bowl, cover with saran wrap, and let them thaw on the counter for about 1-2 hours. If the berries release a lot of juice, pour some of it off before baking to avoid a soupy blueberry pie! Then, proceed with the recipe as written.