All the flavors of the Italian-American dish, chicken Marsala, get tucked into pie crust to make these golden brown hand pies. A rich mushroom and Marsala wine gravy gets mixed with shredded chicken (use rotisserie chicken to save time!) for a quick filling that tastes like the classic.
Preheat the oven to 350 degrees F. Line a rimmed baking sheet with parchment paper.
Heat the oil in a medium nonstick skillet over medium-high heat. Add the mushrooms, shallots, 1/2 teaspoon salt and a few grinds black pepper. Cook, stirring occasionally, until the mushrooms are golden brown, 5 to 6 minutes. Add the 3 tablespoons flour and cook, stirring occasionally, until the raw flour smell is gone, about 1 minute. Stir in the Marsala and stock and bring to a boil. Reduce the heat to a simmer, stirring occasionally, until the sauce has reduced and thickened, 3 to 5 minutes. (You want the sauce to thicken here so it won't seep out of the hand pies!) Transfer to a medium heatproof bowl and set aside to cool.
Meanwhile, place the pie crusts on a lightly floured work surface and roll out each with a rolling pin to 1/8 inch thick. Cut out 5-inch rounds of dough. (I invert a 5-inch bowl onto the dough and trace around the rim with a paring knife!) Gather and reroll the scraps to cut out a total of 12 rounds.
Brush some of the beaten egg around the edges of each dough round.
Add the chicken and parsley to the cooled mushroom filling and stir to combine. Place about 1 heaping tablespoon of the filling in the center of each dough round. Fold each over to cover the filling, creating 12 half-moons. Use your fingers to press the edges together on each hand pie, then crimp with a fork to seal securely.
Transfer the hand pies to the prepared baking sheet. Brush the tops with the remaining beaten egg. Make 3 small slits with a paring knife on the top of each pie to let the steam escape. Bake until the crusts are crisp and golden brown, about 25 minutes.