Combine the finely chopped strawberries and sugar in a saucepan over medium heat, stirring occasionally until the mixture comes to a gentle simmer, about 5 minutes. Reduce heat to low and mash the berries with a potato masher or wooden spoon to break them down further, cooking for another 2-3 minutes. Stir in the cornstarch and lemon juice, mixing until fully incorporated and smooth. Remove from heat and let the filling cool and thicken for 5-10 minutes—it should be thick enough to hold its shape on a spoon without running. Stir in the lemon zest for brightness and set aside to cool completely while you prepare the other components.
While the strawberry filling cools, beat the room-temperature cream cheese with the vanilla extract using a fork or whisk until smooth and creamy, about 1-2 minutes. The cream cheese should be completely at room temperature to blend smoothly without lumps—this is crucial for easy spreading onto the dough. Set aside until ready to assemble.
Preheat your oven to 375°F and line a large baking sheet with parchment paper. Prepare an egg wash by whisking together the egg and water in a small bowl—this will give the hand pies a beautiful golden brown finish. Have the coarse sparkling sugar and a fork ready for sealing and garnishing.
Remove the refrigerated pie crusts from the package and let them sit at room temperature for 2-3 minutes to soften slightly for easier cutting. Using a 3-inch round cutter (or a small bowl), cut out an even number of circles from both pie crust sheets—aim for 8-12 circles depending on your cutter size. Place half of the circles on the prepared baking sheet, spacing them about 2 inches apart. Lightly sprinkle the fine sea salt on the dough circles on the baking sheet—I like to do this before filling to ensure even seasoning.
Place 1 teaspoon of the cooled strawberry filling from Step 1 in the center of each dough circle on the baking sheet, leaving about a 1/2-inch border. Top each strawberry portion with 1 teaspoon of the cream cheese filling from Step 2, keeping the fillings centered and compact. Using a pastry brush, apply a thin layer of egg wash around the edges of each bottom circle. Place the remaining dough circles on top of each filling, pressing gently to seal, then use the tines of a fork to crimp and seal all around the edges—this both seals and decorates the pies. Cut a small slit in the top of each pie to allow steam to escape during baking.
Brush the tops and sides of each hand pie with the remaining egg wash from Step 3, making sure to coat evenly for a golden finish. Generously sprinkle the coarse sparkling sugar over the tops of the pies, which will give them a beautiful sparkly crust and a slight crunch. Bake in the preheated 375°F oven for 18-20 minutes, until the pastry is deep golden brown and slightly crispy. Let the hand pies cool on the baking sheet for 5 minutes before serving.