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This is the best way I've gotten a lot of blue engrams. If you know a better way please share!
First get a Fireteam of 3. Then go to Strike Playlist and pick any difficulty (I prefer level 22.) Keep quitting and finding a game until you get the Nexus mission on Venus. Just run past the enemies you can and defeat the ones you have to. Then when you come out of the dark cave you use the flash light in you will come to a cliff with about 20 enemies. Defeat all the enemies and pick up anything they drop, then everyone jump off and die then repeat. Don't worry there is a checkpoint right when you come out the cave. They don't always drop engrams, only every once in a while. But this is by far the best way I've found to farm blue engrams.
You can get any engrams from this, not just blue!
NOTE: This may work if you pick the Nexus mission straight from Venus, let me know.
[EDIT: This will work just as well by picking the mission from Venus as it does from the strike playlist (from my experience.)]