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1
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.
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2
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.
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3
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.
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4
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.
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5
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.
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6
Preheat oven to 425u00b0. 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.
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7
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.
