Whisk the pumpkin puree, vanilla, pumpkin spice, and white sugar together in a bowl.

In a different bowl, beat the cream cheese until it is smooth. Add the powdered sugar and combine.

Grab one of the pie crusts and unroll it onto a parchment-covered baking sheet. You may need to cut off any excess and add that excess to other portions of the crust as you want it to fill the sheet and make a rectangular shape.

Add the pumpkin mixture into a piping bag and the cream cheese mixture into a different piping bag. Snip the ends.

Create a short log about 3 inches long of the pumpkin mixture and also of the cream cheese mixture side by side on the dough. Make 8 of these for the 8 hand pies, and keep about 3 inches between each set. Make 2 rows of 4.

Add the other pie crust on top of the piped mixtures and cut off any excess and add elsewhere to create a matched rectangle.

Press the dough down in the areas between the filling spaces. This will give you an idea of where you will be cutting.

Use a pizza cutter to cut out the 8 hand pies. You can cut three times vertically, and once horizontally. You may need to cut off excess on the sides.

Add the pies on a baking sheet about 1 inch apart. Slit two slits on the top of each hand pie. Use a fork to press down and seal the edges.

Whisk the egg and 2 tablespoons of water in a bowl and brush this mixture on top of each hand pie.

Put the pies in the air fryer at 360 degrees for 5-8 minutes or until the crust is crispy and golden.