Meanwhile combine the cherries, sugar, cornstarch and lemon juice in a small saucepan. Cook until it thickens, about 5 minutes. Remove from heat and let cool to room temperature.
Preheat oven to 425 degrees. Line a baking sheet with baking liner or parchment paper.
Roll out the dough into a large square, about 14" x 14" . With a pastry cutter or pizza cutter cut dough into 3 1/2" squares, making 16 all together.
Place a heaping tablespoon of cherry pie filling onto 8 of the squares. Brush a bit of the beaten egg along edge for sealing. Cut slits or a decorative shape in the empty squares. Place over top of the cherry squares. Use a fork to crimp edges closed.
Bake the hand pies for about 18-20 minutes. Allow to cool 20 minutes before serving. Serve warm.