Steps:
- For the dough, combine the flour, sugar, and salt in a large bowl. Using a box grater, grate the frozen butter into the flour mixture and toss together, rubbing any big pieces of butter into the flour with your fingers. Add ice cold water to the mixture one tablespoon at a time until the mixture just comes together. Turn onto a floured surface and knead just a few times until smooth and even. Divide the dough in half. Shape each half into a ball and then flatten slightly to form a disc. Tightly wrap each half in plastic. Chill for 2 hours. For the filling, combine cranberries, sugar, orange zest and juice, cornstarch, and vanilla extract in a medium saucepan. Let stand for juices to accumulate, about 10 minutes, then cook over medium heat until mixture comes to a simmer and begins to thicken, 5-6 minutes. (Some cranberries will have burst.) Let cool completely. Line two baking sheets with parchment paper; set aside. Working with 1 disk at a time, roll out dough on a lightly floured surface until very thin, about 1/16-inch thick. Using a cookie cutter, cut out 16 circles. Brush edges of 8 circles with beaten egg. Place 1 heaping tablespoon filling in the center of each egg-washed circle. Top with remaining circles to form 8 pies. Using a fork, crimp 1/4-inch around edges to seal. Repeat with remaining dough, egg, and filling. Divide pies between prepared sheets; chill for 45 minutes. Preheat oven to 425°. Working with 1 baking sheet of pies at a time, score dough, forming a small X in the center of each pie. Brush tops of pies with beaten egg and sprinkle with sugar. Bake pies until crust is golden brown and filling bubbles out of Xs, 17-20 minutes. Let cool on baking sheet for 5 minutes; transfer to a wire rack and let cool completely. Repeat with remaining baking sheet of pies.
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