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Prepare egg wash by whisking egg and water together.
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Trim pie dough into a square, then divide into four rectangles. Repeat with second pie dough.
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Brush edges of bottom crusts with egg wash, then fill with one tablespoon each of lemon curd.
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Seal edges by pressing down with fork and use toothpick to poke holes in top crust.
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Brush with egg wash and bake at 425 degrees for about 12 minutes.
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While pastries are baking, prepare glaze by mixing powdered sugar with lemon juice.
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Once pastries have cooled slightly, top with glaze and sprinkles.