Combine flour and salt in a food processor fitted with a metal blade attachment. Add butter. Mix on the "pulse" setting 10-12 times. Slowly add ice water and mix until the dough comes together. Do not over mix.
Remove dough from food processor and form into a 4 inch disk. Place in a plastic bag and refrigerate for 4-12 hours.
For the Filling...
Brown sausage over medium heat in a skillet. Remove sausage from skillet and place in a bowl. Set aside. Do not remove excess grease from the pan.
Add onion to the pan. Cook for 1-2 minutes. Add apple and cook for another 3 minutes. Combine in a separate bowl with sausage. Stir in salt, thyme, and cream cheese. Cool in the fridge for 30 minutes.
For the Pies...
Roll dough into a 1/4 inch thick square. Cut dough into 8 2 x 4-inch rectangles. Cut vents into 4 of the rectangles.
Place 1/4 filling on full rectangle and top with a vented rectangle. Seal the edges with a fork. Brush with egg wash. Repeat for the other 3 pies. Chill in the refrigerator for 1 hour.
Pre-heat oven to 375 degrees. Bake pies for 30-35 minutes. Cool on a baking rack for 5 minutes.