Special equipment: a 4-inch mitten-shaped cutter; three pastry bags fitted with a #6 or 7 round tip, a #3 or 4 round tip and a #103 or 104 rose petal tip
For the filling: Line 2 baking sheets with parchment. Preheat the oven to 400 degrees F.
Combine the cherries, granulated sugar, cinnamon and salt in a medium saucepan. Bring to a simmer over medium heat and cook, stirring occasionally, until the cherries are juicy, the sugar dissolves and the liquid begins to thicken, about 10 minutes.
Stir together the cornstarch and 1 tablespoon water in a small bowl until smooth. Pour the cornstarch mixture into the saucepan and continue to simmer, stirring, until thickened, 1 to 2 minutes. Transfer to a bowl, stir in the lemon juice and let cool completely.
For the crust: Lightly dust a work surface with flour. Unroll both pie crust rounds, dust them with flour and roll with a rolling pin just to flatten out any creases and thin the dough slightly. Use a 4-inch mitten-shaped cutter to cut out as many mittens as possible, rerolling the dough once; you should have 16 to 20 pieces in all.
Arrange half of the mittens on the prepared baking sheets. Beat the egg in a small bowl with 1 tablespoon water. Brush around the edges of the mittens with the egg wash. Spoon 1 to 2 tablespoons of the filling in the center of each mitten (the amount you use will depend on the exact size of the cutter, but do not overfill). Cover each with a second mitten, pressing to seal with your finger. Brush the tops with the egg wash. Cut one small slit in the top of each mitten to let steam escape. Bake until the crust is golden and crisp, 10 to 12 minutes. Transfer the pies to a rack to cool completely.
For the royal icing and decoration: Meanwhile, combine the confectioners' sugar and meringue powder in a large bowl. Add 6 tablespoons water and beat with an electric mixer on medium-high speed until soft glossy peaks form, adding 1 to 2 tablespoons water if necessary to make a smooth, slightly thick icing. Remove a third of the icing to a small bowl. Add food coloring to the remaining icing to make a light blue color.
Transfer the blue icing to a pastry bag fitted with a #6 or #7 round tip. Transfer half of the white icing to a pastry bag fitted with a #3 or #4 round tip and the other half of the icing to a pastry bag fitted with a #103 or #104 rose petal tip.
Pipe a thin blue border around the edge of each cookie, leaving the cuff plain and uniced. Let set for a few minutes. Pipe a generous amount of blue icing inside the border of each cookie. Using a small offset spatula or the back of a spoon, spread the icing to cover the cookie, still making sure to leave the cuff plain. Sprinkle the icing with the snowflake sprinkles. Use white icing with the rose petal tip to pipe a ruffle on the mitten cuff. Pipe stitching around the edge of the mitten using the white icing with the plain round tip. Let the icing harden before serving, about 1 hour.
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