Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Heat the olive oil in a medium skillet over medium-high heat. Add the onion, 1/4 teaspoon salt and a few grinds of pepper and cook, stirring occasionally, until the onion begins to soften, 2 to 3 minutes. Add the roasted red pepper, garlic and Italian seasoning and cook, stirring occasionally, until the garlic has softened, about 1 minute. Stir in the tomato paste until well combined. Add the tomato sauce, sugar, 1/4 teaspoon salt and a few grinds of black pepper and cook, stirring occasionally, until the sauce has thickened, 3 to 4 minutes (you should have about 1 cup sauce). Remove from the heat and fold in the Parmesan.
Unroll the pie dough onto a clean surface and roll out to a 12-inch circle. Stamp out 20 hands with a 3 1/2-inch hand-shaped cookie cutter and transfer to a work surface. Spoon 1 teaspoon of the pizza sauce into the palm of 10 hands, making sure to leave a border around the edges. These are the bottom hands. Top the pizza sauce in each with 1 teaspoon of mozzarella.
Whisk the egg with 1 tablespoon water in a small bowl; brush onto the edges and fingers of the bottom hands then top each with a top hand. Firmly seal each set of hands together by pressing with your fingers. (It’s ok if some of the sauce seeps out, you can dab it up with a paper towel. You just want to make sure that the pies are completely sealed shut.) Brush the top hands with more egg wash then transfer to the prepared baking sheet.
Press an almond onto the nail bed of each hand. Bake until the dough is golden brown, and the almonds have toasted, 10 to 12 minutes. Spoon the remaining sauce into a serving bowl and serve alongside the hand pies.
Feel free to use homemade pie dough instead of store-bought. Roll it out to a 12-inch circle on a lightly floured work surface and dip the cutter in flour before stamping out the hands, to avoid any sticking.