Preheat the oven to 185 degrees Celsius and lightly grease a muffin tin.
In a bowl, combine peaches, sugar, cornstarch, lemon juice, cinnamon, salt, and vanilla extract. Mix until evenly coated and slightly thickened.
Roll out the pie dough on a floured surface and cut into evenly sized circles.
Press each dough circle into the muffin tin, covering the base and sides.
Spoon the peach filling into each crust, keeping the level just below the top edge.
Roll out remaining dough and cut into strips or shapes. Place over the filling and lightly seal edges.
Whisk egg with milk or cream and brush over each pie for a golden finish.
Bake for 18 to 25 minutes, or until the crust is golden brown and the filling is bubbling.
Remove from oven and allow to cool for 10 to 15 minutes before carefully removing from the pan.
Serve warm or at room temperature.