1. Preheat oven to 375°F. Line baking sheet with parchment paper and set aside.
2. 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 until all dough is used.
3. 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.
4. Place pocket pies on a prepared baking sheet; transfer to refrigerator until chilled slightly, about 10 minutes. Pierce each pie on the top twice using the tines of a fork and brush with egg.
5. Transfer to oven and bake until golden brown, 20 to 25 minutes. Let pies cool 5 minutes before serving with cranberry sauce for dipping. Pies can also be cooled and frozen, then reheated in the microwave