Dice turkey breast into small pieces and place into a medium mixing bowl.
Add cranberry sauce, orange zest, and rosemary to the turkey. Mix well until all ingredients are evenly mixed.
Roll out pizza dough. (Be careful not to make it too thin on the dough will rip while trying to make piroshki.)
Using a round cookie cutter that's 4-5 inches in diameter, cut out circles of dough.
Add about 2-3 Tbsp. of turkey mixture to the center of each circle. Be careful for to over-pack. Leave about an inch of dough around the filling for folding piroshki.
Wet your fingers with water and rub the edges of the dough. Bring the two opposite ends of dough together. Pinch the dough, working from the center down to each side. Then, twist the pinched end of the dough, creating a little braided look.
Repeat with remaining dough.
Place piroshki, seam up, onto the prepared baking tray. Whisk the egg and brush the top of each pastry with the egg.
Bake for 16-18 minutes, until the dough is golden brown.