In a large sauté pan, cook beef over medium heat until browned and crumbly, about 10 minutes. Season with salt, black pepper, and red pepper. Remove beef with a slotted spoon, reserving drippings in pan.
Add butter, shallots, and onion to drippings in pan, stirring until butter is melted. Cook, stirring frequently, until onions are caramelized, 15 to 20 minutes. Stir in garlic and thyme; cook, stirring frequently, for 5 minutes. Add sherry; cook until sherry has reduced by half, about 2 minutes. Remove from heat and stir in beef. Transfer to a heatproof bowl. Refrigerate until cooled completely. Stir in cheese and parsley. Cover and refrigerate until ready to use.
Preheat oven to 425°. Line a large rimmed baking sheet with parchment paper.
On a heavily floured surface, roll Hand Pie Dough into a 17-inch square. Trim ½ inch off all sides. Cut into 16 (4-inch) squares. Place on prepared pan, separating layers with parchment paper. Refrigerate until ready to use.
Line a baking sheet with parchment paper.
On a lightly floured surface, place 1 dough square. Brush edges with egg. Spoon a scant ¼ cup beef mixture into center of dough square, spreading to an even layer and leaving a ¼-inch border around edges. Top with 1 dough square. Using tines of a fork dipped in flour, press edges to seal. Place on prepared pan. Repeat with remaining dough squares and remaining beef mixture, placing hand pies ½ inch apart on prepared pan. Freeze until firm, 5 to 10 minutes.
Vent tops of hand pies as desired. Brush tops of dough with egg.
Bake until golden brown, 17 to 19 minutes. Let cool on pan for 10 minutes. Serve warm.
Hand Pie Dough
Freeze butter for 10 to 15 minutes.
In the work bowl of a food processor, pulse together flour and salt. Add cold butter; pulse until mixture is crumbly. Transfer mixture to a large bowl and make a well in center.
In a small bowl, whisk together egg and 3 tablespoons ice water. Add egg mixture to flour mixture. Working a small section at a time, stir with a fork until mixture begins to become hydrated. Gently knead dough together in bowl, folding until combined. Add up to remaining 2 tablespoons ice water, about 1 tablespoon at a time, until dough comes together. Shape into a disk and wrap tightly in plastic wrap. Refrigerate for at least 1 hour.
Recipe by Taste of the South at https://tasteofthesouthmagazine.com/beef-and-goat-cheese-hand-pies/