Preheat the oven to 375°F (190°C) and line two baking sheets with parchment.
Make the filling: in a saucepan over medium heat, combine sugar, cornstarch, lemon juice, and water and let simmer for 2-3 minutes, until thickened.
Remove from the heat and stir in the cherries. Set aside to cool.
While the filling is cooling, roll out the pie crusts and cut into 5-inch (12.5 cm) circles.
Spoon a small amount of cherry filling into the center of the cut pie crust, moisten the edge with some egg wash and fold over into a half-moon shape. Press down with your fingers or a fork to seal.
Place assembled pies on the baking sheets and refrigerate for 30 minutes.
When ready to bake, cut a few slits in the top crust of the pies and brush with the egg wash.
Bake for about 20-25 minutes, or until the crust is golden brown.
While the pies are in the oven make the glaze: in a bowl, mix powdered sugar, 2 tablespoons milk and the vanilla until blended. Add more milk, if necessary, to create a nice pourable but thick consistency.
Once the pies are out of the oven and still hot, generously drizzle the glaze over them and allow to set before storing. If you do this while they are still hot the glaze sets on the pastry and creates a nice 'shell'. Store pies, loosely covered, at room temperature for up to 2 days. Refresh in a 300°F (150°C) oven for 10 minutes.