Rinse the blackberries and place them on a paper towel-covered plate for an hour. (This will help dry out the berries) When they are dry, cut the berries in half before placing them in a bowl, fold in the sugar, lemon juice, ground cinnamon, and flour, mix well to coat the blackberries.
Add the blackberry mixture in a saucepan, and over medium-high heat, simmer until the blackberry mixture is thickened. Using a fork or potato masher, mash the blackberries until they are smooth.
Roll out your dough, using a biscuit cutter or a drinking glass, cut the circles out (about 3 to 4 inches), and then add about 2 tablespoons of pie filling in the center of the dough.
In a small cup, mix the egg with a fork. This will be the egg wash.
Using a fork, seal the edges. Then using a pastry brush, brush with the egg wash.
Spray your basket with cooking spray, and then set your Blackberry Hand Pies into the air fryer basket. Set the temperature to 380 degrees F, air fryer setting, for 8 to 10 minutes, or until golden brown.
While the pies are cooking, make the icing in a small bowl: Add the powdered sugar and milk to a small bowl and mix well. Then drizzle over the blackberry hand pies right before serving.
Plate, serve, and enjoy!