Preheat oven to 400°F. Line 2 baking sheets with parchement paper.
In a medium saucepan over medium heat, combine frozen cherries, sugar, and lemon juice. Bring to a boil, stirring often.
Meanwhile, combine water and cornstarch in a small bowl to create a slurry. Slowly add to simmering cherries, stirring as you pour.
Stir pie filling until thickened enough to coat the back of a wooden spoon. Remove from heat and stir in vanilla extract. Cool.
Roll pie dough to ⅛ inch thickness. Using a 5 inch circle, cut rounds of dough, re-rolling dough as needed until you have 10 rounds.
Spoon 2 tbsp cherry pie filling into each round. In a small bowl, whisk together egg yolk and water. Brush edges of each round with egg wash mixture.
Being careful to keep pie filling inside, carefully fold dough in half to cover filling completely. Press down edges using a fork, making sure pie is well-sealed.
Brush the top of each hand pie with the remaining egg wash. Using a sharp knife, make 3 slices into the top of each hand pie to allow steam to escape while baking. Sprinkle with turbinado sugar.
Place hand pies on baking sheets and bake for 20-25 minutes or until pies are golden brown. Cool slightly before serving.