Preheat the oven to 400° F. Line two large baking sheets with parchment paper. Set pie dough on the counter to come to room temperature.

On a lightly floured surface, roll the pie dough out. Use a pumpkin-shaped cookie cutter (or 3 ½-inch circle cookie cutter) to cut the crust. Gather and reroll any leftover dough, then cut out more pumpkins. You should have 16 to 18 pumpkins in total depending on the size of your cookie cutter.

Place half of the dough rounds on a prepared baking sheet, each about 2 inches apart. Transfer about 2 Tablespoons of the pumpkin filling in the center of each round keeping the edges clear of any filling. Place remaining dough rounds on top of the filling and use a fork to crimp the edges.

Whisk together the egg and milk. Use a pastry brush to coat the hand pies with the egg wash. Sprinkle a little sugar on top of each pie. Use a sharp knife to cut four small vent holes on the top for steam to escape. Cut so it resembles the ridges of a pumpkin.

Bake the hand pies for 18 to 20 minutes or until they are golden brown. Let pies cool for a couple minutes on the baking sheet before transferring to a wire rack and adding the glaze.