Preheat oven to 400°. In a small bowl, whisk egg with 1 tsp. water.
Heat oil in a small frying pan over medium heat. Add cumin seeds and cook until they begin to make crackling sounds. Stir in curry powder and onion and cook until onion is lightly browned. Scrape into a medium bowl; mix in coconut milk and chicken. Set aside to cool to room temperature.
Cut 8 (6 in.) circles from pie pastry and line a rimmed baking sheet with parchment paper. Working with 1 circle at a time, place 1 rounded tbsp. filling slightly off-center in each. Fold dough over filling, leaving a 1/4-in. border along edge, and press down. Fold border up over edge and pleat edge with your fingers to seal. Place on baking sheet.
Cut a smiling moon face into each pie (see photo at left) and brush with egg wash. Bake until brown and crusty, 15 to 20 minutes. Cool on a rack, then chill in an airtight container. Bring to room temperature to serve.
Make ahead: Up to 2 days, chilled airtight.