When making desserts that require the fresh fruit filling to be cooled before using in a recipe, I like to make that first. This way it will cool at room temperature while I am preparing the rest of the recipe.
If you do not have fresh blackberries, you can use frozen ones. No thawing necessary, just add a couple of minutes to the cooking time when cooking the pie filling.
I used premade pie crusts from the refrigerated section of the grocery store for convenience; but you can make your own homemade pie crust.
Spray the air fryer basket with nonstick spray. Set aside.
Add the blackberries and sugar to a medium saucepan and cook over medium heat. Cook the berries, mashing with a potato masher or the back of a spoon, until they start to break down and release their juices, about 2 - 3 minutes.
Mix together the cornstarch and lemon juice in a small bowl. Add the cornstarch mixture and the lemon zest to the berries and stir until there are no more lumps. Continue to stir until the filling begins to thicken, 2 to 3 minutes. Remove from the heat, transfer to a bowl and let cool slightly.
Roll one of the pie doughs out on a lightly floured surface until about 1/8-inch thick. Use a 5-inch round biscuit or cookie cutter, or the rim of a bowl, to cut out as many rounds as you can. Repeat with remaining dough round, gather the dough scraps and reroll as necessary to get 8 rounds.
Place 1 small cube of room temperature cream cheese and 1 tablespoon of filling in the center of each dough round. Fold the dough over into a crescent and crimp the edges with a fork. Cut a couple of slits in the top of each pie for venting. Brush with beaten egg and sprinkle a bit of the coarse sugar over the pies.
Place two of the pies in the basket of the air fryer. Cook at 375 degrees for about 8-10 minutes until golden brown, flipping the pies over about halfway through cooking time. Repeat until all pies are baked. Serve warm. Note: cooking time depends on the size of your air fryer and how many you can make at one time.
Baking the mini blackberry hand pies in the oven: Preheat oven to 375 degrees. Line baking sheet with parchment paper. Prepare the pies as above except place prepared pies on baking sheet. Bake until the pies are golden brown, 15 to 20 minutes.