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Add oil in a pan on low heat, cook onions for about 40 minutes until they are brown. Place in a bowl.
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Saute mushrooms until they’re tender and have shrunk and lost a lot of liquid. and add to the bowl with the onions.
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Add the cooked pumpkin leaves to the bowl with the mushrooms, then stir in sour cream, mustard, and gorgonzola. Season filling with salt and pepper.
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Preheat oven to 375 degrees and prepare two large baking sheets by lining them with parchment paper.
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To assemble the hand pies, divide your refrigerated dough in half and let it stand at room temperature until pliable, about 5 minutes.
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Roll out each half on a floured surface until about ? inch thick. Cut out about six 4-inch circles out of each sheet.
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Drop a heaping tablespoonful of the filling into the middle of each dough circle. Brush a little water on the outer edge of each circle, then fold over and press the edges firmly together, then use the tines of a fork to make a decorative edge. Transfer to prepared baking sheet.
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Combine the egg with 2 tablespoons water to make egg wash. Brush each hand pie thoroughly with the egg wash,
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Bake until golden brown, 20-25 minutes. Remove from the oven and cool slightly before serving.