Beyonce & Jay Z -- Celebrate Bey Day ... Island Style

Beyonce and Jay Z's marriage is SO on the rocks that they're celebrating her 33rd birthday ... together ... with Blue Ivy on an island in the Mediterranean.

Jay and Bey were all over each other -- pretending to enjoy themselves on the beach. Jay played a little paddle ball while Blue played in the sand ... until it was time to head back to their yacht, off the coast of Corsica.