To make the pastry: whisk together the flour, sugar, and salt and then add in the butter until small lumps form.
Add the combined egg and milk mixture and mix until it comes together.
Divide the dough in half, shape each half into a 3" x 5" rectangle, wrap in plastic, and refrigerate for 1 hour.
To make the filling: combine all the ingredients except the egg in a saucepan and cook over medium heat until the mixture starts to thicken, about 5 minutes. Transfer to a bowl and cool to room temperature.
Preheat the oven to 350°F. Lightly grease a baking sheet, or line it with parchment.
To assemble the pies: place one piece of dough on a lightly floured work surface, and roll it into a 9" x 12" rectangle. Trim the edges and cut out eight 3" x 4.5" rectangles. Repeat with the remaining dough.
Place a heaping tablespoon of filling on eight of the rectangles. Brush some beaten egg along the edges.
Cut vents into the remaining rectangles.
Top the filled rectangles with the vented rectangles. Press along the edges with the tines of a floured fork to seal.
Brush the tops of the pies with beaten egg, and sprinkle with sparkling sugar, if desired. Transfer to the baking sheet.
Bake the pies for 28 to 33 minutes, until they're a light golden brown. Remove them from the oven, and cool on the pan.