Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Roll out one disc of the chilled dough on a floured surface to about 1/8 inch thickness.
Using a round cutter, cut out circles for the hand pies.
Place a spoonful of the pumpkin filling in the center of half the circles, leaving a border around the edges.
Dollop a spoonful of cream cheese filling over the pumpkin filling.
Brush the edges of the circles with water and place another circle of dough over the filling, sealing the edges with a fork.
In a small bowl, whisk together the egg and water to create an egg wash.