Preheat oven to 375 degrees. Line a baking sheet with parchment paper and set aside.
Working with one disk of dough at a time, roll out dough on a lightly floured work surface. Using an overturned bowl about 5 inches in diameter as a guide, cut out three circles; set aside. Gather dough scraps, reroll, and repeat cutting process. Repeat process with remaining disk of dough.
For each pocket pie, mix together a 1/4 cup of filling using turkey, mashed or sweet potatoes, stuffing, and leftover vegetables as desired. Place each 1/4 cup filling on one side of each dough circle. Moisten edges lightly with water and fold dough over filling to form a half circle. Pinch edges of dough together to seal and crimp with a fork.
Place pocket pies on a prepared baking sheet; transfer torefrigerator until chilled slightly, about 10 minutes. Pierce each pie on the top twice using the tines of a fork and brush with egg.
Transfer to oven and bake until golden brown, 20 to 25 minutes. Let pies cool 5 minutes before serving. Pies can also be cooled and frozen, then reheated in the microwave