When the dough has chilled, remove from the cling wrap and place on a lightly floured surface. Lightly flour the top of the dough disk then use a rolling pin to roll the dough to ¼ inch thickness.
Use a small 2 ½ inch round cutter to cut out the dough. Rework any dough scraps and re-roll until you have 18 rounds. You can re-roll the dough up to 2 times. Keep the rounds in the fridge or freezer to keep the dough cold so it doesn't get too warm.
Lightly beat an egg and use a pastry brush to lightly brush 9 of the rounds with the egg.
Scoop about 2-3 teaspoons of the chocolate filling into the center of the egg brushed rounds. Use your finger or a spoon to gently press down the filling into a flat top.
Cover the filling with the other half of the dough rounds and gently press the edges to seal them together.
Using a fork, gently press it around the edges of each pie to further seal the dough together.
Use a sharp knife to cut a small X shape on the top of each pie to allow any steam to release while baking. Place the pies on a parchment lined baking tray and place it in the freezer while the oven preheats to 375 degrees F/190 C.
Space the pies 2-3 inches apart and bake them for 18-20 minutes, or until the edges of the dough start to turn golden brown. Let the tray cool on a wire rack.