Preheat oven to 375°F. Line 2 large baking sheets with parchment paper.

On a floured surface, roll out dough about 1/8 inch thick.

Using a floured 3-inch round cookie cutter, cut out 20 circles, rerolling dough as needed.

Place 10 circles on each of the prepared baking sheets.

Using a very sharp paring knife, cut out jack-o’-lantern faces in half of the dough circles. (Alternatively, roll out each portion of the dough into 10x16-inch rectangles and cut out 10 rectangles from each, rerolling dough as needed. If making these larger pies, bump the pumpkin purée measurement to 1 cup.)

In a medium bowl, stir together pumpkin purée, cheese, salt and cayenne pepper until well blended.

Working on the parchment paper-lined baking sheet, spoon a heaping tablespoon of pumpkin filling into center of an uncut dough circle; brush edges with water. Top with a jack-o’-lantern face circle and press edges to seal.

Repeat with remaining filling and dough circles. Brush tops with beaten egg.

Bake until golden brown, about 20 minutes.

Let cool slightly on the baking sheets before serving.

Hand pies will keep in an airtight container at room temperature for up to 3 days.