Preheat the oven to 375°.
In a medium bowl, combine turkey, mashed potatoes, peas, gravy, and cranberry sauce. Season with a pinch of salt and pepper and stir to combine.
Lay out your defrosted empanada dough on a clean surface, with the plastic liner still attached to the bottom (this will make it easier to fold later on and prevents them from sticking to anything).
Drop a heaping tablespoon of the filling on one half of the dough round, avoiding the edge. To close the empanada, fold the dough in half, closing the circle, and pinch the edges together. To create the crimped edge, pinch the dough together while slightly pulling away from the empanada, creating a small tab of dough. Take the dough tab and fold it over itself, creating a crimp. Repeat this process all the way around the empanada until the entire thing is crimped. For an easier crimp, use the tines of a fork to press down on the dough edge, creating a seal.
Once all of the empanadas have been filled, make your egg wash by adding a splash of water to the scrambled egg. Then, using a pastry brush or your finger, coat the outside of the dough in egg wash. Sprinkle the tops with salt and place them on a baking sheet.
Bake for 25 minutes, then raise the heat to 450° and cook for another 10-15 minutes, until golden brown and cooked through.
Serve with warmed gravy for dipping.