Excitons in a semiconductor monolayer form a collective resonance that can reflect resonant light with extraordinarily high efficiency. Here, we investigate the nonlinear optical properties of such atomistically thin mirrors and show that finite-range interactions between excitons can lead to the generation of highly nonclassical light. We describe two scenarios, in which optical nonlinearities arise either from direct photon coupling to excitons in excited Rydberg states or from resonant two-photon excitation of Rydberg excitons with finite-range interactions. The latter case yields conditions of electromagnetically induced transparency and thereby provides an efficient mechanism for single-photon switching between high transmission and reflectance of the monolayer, with a tunable dynamical timescale of the emerging photon-photon interactions. Remarkably, it turns out that the resulting high degree of photon correlations remains virtually unaffected by Rydberg-state decoherence, in excess of nonradiative decoherence observed for ground-state excitons in two-dimensional semiconductors. This robustness to imperfections suggests a promising approach to quantum photonics at the level of individual photons.