FILLING AND ASSEMBLY
Step 1. Cut butter into ½” pieces and freeze on a small plate 30 minutes.
Step 2. Pulse salt and 2 cups (250 g) flour in a food processor to combine. Remove butter from freezer and add to processor. Pulse until mixture is crumbly and butter is about pea-size, 30–35 quick pulses. Drizzle in buttermilk, then pulse until a rough ball forms (it will be crumbly). Be careful not to overwork dough.
Step 3. Turn dough out onto a lightly floured surface and press into a disk. Wrap in plastic and chill at least 1 hour.
Step 4. Do ahead: Dough can be made 1 day ahead. Keep chilled, or freeze up to 3 months. Thaw overnight in refrigerator before using.
FILLING AND ASSEMBLY
Step 5. While the dough chills, make the filling. Using a vegetable peeler, remove 2 wide strips of zest from orange (avoid white pith as much as possible). Thinly slice zest lengthwise, then cut strips crosswise into very small pieces. Cut orange in half and squeeze 2 Tbsp. juice into a small saucepan. Add cranberries, granulated sugar, vanilla, and 1 tsp. orange zest; stir well. Bring to a boil, stirring until sugar dissolves. Reduce heat; simmer, stirring occasionally, until cranberries are softened, 6–8 minutes.
Step 6. Stir cornstarch and 1 Tbsp. water in a small bowl to dissolve, then add slurry to cranberry mixture. Simmer, stirring, until filling thickens and looks very shiny and glossy, 30–60 seconds. Scrape into a heatproof bowl and let cool, stirring occasionally. Cover and chill until cold, at least 1 hour.
Step 7. Roll out dough disk on a lightly floured surface to about ¼” thick. Using a 3”-diameter cookie cutter or glass, punch out rounds, transferring to a baking sheet as you go. You should get 20 rounds; chill until ready to use. Gather remaining dough scraps and press into a disk, then wrap in plastic and chill 20 minutes. Roll out dough disk and punch out as many more rounds as you can get (hopefully 8); arrange on another baking sheet.
Step 8. Whisk egg in a small bowl. Remove rounds from fridge and brush edges of each round with egg. Spoon a heaping teaspoonful of filling into the center of half of the rounds. Drape remaining rounds, egg-brushed sides down, on top and crimp edges with a fork to seal. Set remaining egg wash aside. Place pies on a parchment-lined baking sheet and freeze 15 minutes.
Step 9. Meanwhile, place a rack in middle of oven; preheat to 400°.
Step 10. Cut a small slit in the top of each pie, brush with reserved egg, then sprinkle with raw sugar. Line a second baking sheet with parchment paper and divide pies between sheets, spacing at least 2” apart. Bake until crusts are golden brown and fillings are bubbling, 16–18 minutes. Transfer to a wire rack; let cool until warm.
Do ahead: Filling can be made 5 days ahead; keep chilled, or freeze up to 3 months. Thaw overnight in refrigerator before using. Hand pies can be baked 1 day ahead; let cool. Store airtight at room temperature.