Preheat oven to 400°F and line 3 baking sheets with parchment paper.
Generously flour the counter top, then unwrap one of your disks of dough. Gently begin rolling it out, starting from the center and pushing outward. The dough will be pretty firm when you begin, so be patient. (it will warm quickly, so not too patient!)
Keep rolling from the center out, turning the dough as you go, until it is about 1/8 inch thick. If the butter in the dough begins to get too warm and it starts to stick to the pin or gets goopy, slide it onto a baking sheet and put it in the freezer for a few minutes to firm up again.
Once dough is rolled out, cut out with a 2 1/2 - 3 inch cutter (whatever shape you have) or use a knife and cut into squares.
Prepare egg wash, get out the pastry brush & set aside.
Lightly brush half of your circles or squares with the egg wash, taking care to get the edges, cut vents in the center of the other half of your circles/squares.
Place 1 rounded teaspoon of filling in the center of the egg washed halves and top with the vented pieces. (don't overfill!) Seal with your fingertips or press with a fork along the edges.
Brush with the egg wash on top and sprinkle with coarse sugar. Chill in refrigerator before baking if dough begins to get mushy. Repeat with remaining disk of dough, filling, etc.
Place on baking sheet 1 - 2 inches apart and bake for 15 - 18 minutes until golden and puffed.
Cool on wire rack.