In the bowl of a food processor, add the flour and fine grain salt. Pulse to combine. Cube the butter and add it on top of the flour. Pulse 2-3 times until roughly incorporated and large chunks of butter remain. Continue to pulse as you add the tablespoons of water. Pulse until the mixture forms rough dough to one side of the bowl. Turn the dough onto a lightly floured surface and knead together dough. Cover with plastic wrap and refrigerate 30 minutes.
Place all the pie filling ingredients in a large mixing bowl and whisk to combine. Set aside.
Whisk together the egg and water in a small bowl. Have a pastry brush ready to hand.
Roll pie dough on a lightly floured surface with a rolling pin to 1/8 inch thickness. Use the cutter side of a 5” hand pie press to cut circles from the dough, or cut 5” circles from the dough using a pastry ring, cookie cutter, or free-hand cut using a paring knife. Re-roll scraps and cut more circles.
Place a dough round on the pie press, if using, and fill the center with 1 1/2 tablespoons of the pumpkin filling. Brush the edge of the pie dough round with the egg wash and close the pie press to seal. Or, fold the dough over the filling and crimp the edges with a fork.
Repeat the process until all of the pies are assembled. Place the pies on a baking sheet and chill 15 minutes.
Preheat a large air fryer to 370°F for 5 minutes. Remove the pies from the refrigerator and cut 2-3 slits in the tops of each pie. Spray the pies with the olive oil spray.
Place 3 pies in the air fryer basket and cook for 15 minutes. Repeat until all the pies are baked. Transfer to a wire rack to cool.
Whisk together the sugar, vanilla, and milk or cream until a runny glaze forms. Add more milk or cream to thin if needed. Drizzle over cooled pies and let stand until the glaze is set, about 15 minutes.
Store the pies in an airtight container to retain freshness.