Prepare a dough and filling of choice. Preheat the oven to 375 degrees F. Line baking sheets with parchment paper.
On a lightly floured work surface, roll out the dough ½ inch thick. Cut out rounds 3 to 4 inches in diameter. Place a scant tablespoon of filling on the center of each round, fold in half, and seal by pinching the edges together with your fingers, or moisten first with a bit of water. Place the pastries on the parchment-lined sheets. Brush with egg wash and sprinkle with a bit of cheese or sesame seeds. Bake until golden, 25 to 30 minutes. Serve hot or warm.