Preheat oven to 400F.
Prepare pudding according to package directions. Let cool on stovetop for 20 minutes (or longer). Stir in about 1 Tablespoon of sprinkles (optional).
Using back of pie press, cut 10 heart shapes out of dough.
Cut a small slit or small shape in 5 of the pieces (use for tops to let steam escape while baking).
Place dough onto the pie press and fill with approximately 2 Tablespoons of pudding.
Brush edges of the pie with egg. Cover with a second dough piece and fold in pie press on top to seal and crimp edges.
Brush hand pie with egg, top with sprinkles and sugar (optional).
Place on parchment-lined baking sheet and bake at 400F for 15 minutes or until golden brown.