Preheat the oven to 400 degrees F. Line a rimmed baking sheet with parchment paper.
Heat the oil in a large skillet over medium heat. Add the butternut squash and five-spice powder and cook until the squash is hot, about 2 minutes. Add the turkey, 1 teaspoon salt and a couple turns of pepper. Cook, stirring, until the turkey begins to brown, about 4 minutes. Stir in the kale and cook until heated through, about 5 minutes. Remove from the heat and stir in the walnuts. Season with salt and pepper. Spread out on a rimmed baking sheet to cool.
Unroll both sheets of the pie dough on a work surface. Cut each piece of dough into fourths for a total of 8 pieces. Spoon a rounded 1/4 cup of the filling onto half of each piece of dough. Fold the dough over the filling and crimp with a fork to make triangular hand pies. Whisk the egg with 1 tablespoon water, then brush the egg wash onto the pies.
Put the pies at least 1 inch apart on the prepared baking sheet. Bake until the dough is lightly browned, 15 to 20 minutes.
Mix the sour cream, lemon juice, parsley and 1/4 teaspoon salt in a small bowl. Serve with the hand pies.