Heat oven to 425°F. In 2-quart saucepan, heat cooking sauce and frozen vegetables over medium heat until warm. Stir in chicken, dry potatoes, 1/2 teaspoon salt and 1/8 teaspoon pepper; stir until thickened.
Remove pie crusts from pouches; unroll on work surface. Cut each crust in half; place halves on ungreased cookie sheet. Top 1 side of each crust half with 1 cup of the chicken mixture. Fold dough over filling; press all outside edges with fork to seal. Cut several slits in top of each to allow steam to escape. Brush with egg.
Bake 15 to 25 minutes or until crust is golden brown. Let stand 5 minutes before serving.