In a saucepan, combine the cherries, sugar, lemon juice, and salt. Stir occasionally with a rubber spatula or wooden spoon. Cook over medium heat until the cherries begin to breakdown and release their juice
Mix the cornstarch and little water. Whisk it together in a small bowl until combined. Stir in the cornstarch mixture into cherries, then bring to a boil while stirring often. Allow it to bubble for 2 minutes.
Set aside and allow it to cool down completely.
Line a large baking sheet with baking paper . Using a pizza cutter or sharp knife, cut the thawed puff pastry sheets into 4 squares.
Spoon 2-3 Tablespoons of cooled cherry mixture onto each of the square. Fold the pastry over the filling and seal the edges with a fork or your fingers.
Beat and egg with milk. Brush the tops of the pies with the beaten egg. Make 2-3 slits in each pie. Sprinkle sugar on top of pies.
Bake for 15-20 minutes, or until the pastry is golden brown and the filling is bubbly. Remove pies from the oven and allow to cool on the pan and serve.