Making them requires nothing more than you'd do for a regular pie, really. It's possible you'll need more dough, since each hand pie has a little more crust to it than a slice of regular pie. But many pastry dough recipes make a double batch anyway. You roll out the dough as usual, then cut it into squares that can be folded over the filling into little triangles. Or, use a large biscuit cutter to make circles. Or, chill the dough in small, individually-sized balls that you can then pat or roll out when you're ready.
See? Lots of options. As for fillings, stick with something that's not particularly runny, since you aren't pouring it into a contained pie plate. In other words, a few chunks of apple tossed with some sugar will do better than a liquid pumpkin batter.
A couple of recipes to try:
- Apple Hand Pies, from Brown Eyed Baker
- Heirloom Pear Hand Pies, from Food and Wine (this recipe uses puff pastry, if you want a shortcut)
We're working on our own recipe for hand pies, but we'd love to hear about yours. Do you make them in the fall?
Related: Recipe: Basic Pie Crust