• Preheat the oven to 400℉. Line a baking sheet with parchment paper and set aside. Peel the pumpkin and cut into a small dice. Toss with 2 tbsp olive oil and a sprinkle of kosher salt and pepper. Spread the pumpkin out on the baking sheet and roast for 30 to 40 minutes or until tender. Flip the pumpkin halfway through to encourage even browning.
• In a wide skillet, heat the butter and olive oil over medium heat until the butter begins to melt. Add the sliced onion along with the kosher salt. Cook for 3 to 4 minutes over medium heat until the onions begin to soften. Turn the heat down to low and cook until the onions are well browned and softened.
• Add the minced garlic, chopped thyme, and pepper. Sauté for 1 minutes then remove from the heat. Add to the roasted pumpkin. Allow the mixture to cool completely before adding the shredded cheese. Chill until ready to assemble.

Make the pie dough

• Add the flour and salt to a food processor and pulse to combine. Add the cold, diced butter to the processor. Pulse several times until the butter resembles small peas.
• Pour the ice water into the food processor while pulsing. Continue pulsing until the dough begins to stick together in small clumps. Check the dough, it should stick together if you squeeze it. If necessary, add a little more cold water to bring the dough together.
• Dump the dough mixture onto the counter and use your hands to press it together into a large ball. Cut the dough into two pieces. Shape each piece into a flat disc and cover with plastic wrap. Chill for at least 1 hour.

To assemble

• Preheat the oven to 400℉. Line a baking sheet with parchment paper and set aside. Prepare an egg wash by whisking together the egg and water. Set aside.
• Take the pie dough out of the fridge and cut each disc into 4 pieces each. On a lightly floured surface roll one piece out into a circle roughly 6 inches in diameter. Spoon one eighth of the filling onto half the dough. Brush the edge with a little egg wash and flip the dough over to cover the filling and create a half-moon shape.
• Pinch the edge together and then crimp to seal. Transfer to the baking sheet. Repeat with the remaining dough and filling to create eight pasties.
• Brush the tops of the pasties with egg wash and sprinkle with coarse sea salt. Cut three slits on top of each pasty. Bake for 25 to 35 minutes until the crust is golden brown and the filling is hot. Let cool slightly before serving.