Preheat oven to 375F. Line a baking sheet with parchment paper.
In a medium bowl, combine diced plums, sugar, cornstarch, salt and vanilla and toss until plums are well coated.
Roll out the pie dough on a lightly floured surface until it is about 1/8-inch thick. Use a 5 or 6-inch round cutter to cut dough into 10 rounds. Work with the dough in two batches if your kitchen is warm. Dough can also be cut into rectangles instead of circles. Transfer dough rounds to a parchment-lined baking sheet.
Place 3-4 tbsp of filling onto half of each round, leaving about 1/2-inch of dough around the outside edge. Brush edge of dough with a little water, then fold over the extra dough to cover the filling. Use a fork to seal the edge of the pie.
Refrigerate pies for 25 minutes.
Brush pies with a little bit of milk and sprinkle with coarse sugar. Cut 2-3 vents in the top of each pie with a sharp knife.
Bake for 25-30 minutes, until golden brown.
Allow to cool slightly before serving.
Makes 10 pies
Whisk together flour, salt and sugar in a large bowl. Rub in butter with your fingertips, pressing it into the flour mixture and breaking it up, until mixture resemble very coarse sand and no pieces larger than a large pea remain. Using a fork, stir in ice water until dough almost comes together into a ball. Press dough into a ball with your hands and wrap in plastic. Chill for at least 60 minutes before using.