Make pastry: Combine 2 cups all-purpose flour, ¼ tsp salt, and ¼ tsp dried marjoram or oregano, crushed, in a medium bowl. Cut in shortening till mixture resembles cornmeal. Add 1 beaten egg and ¼ cup milk (or stock). Stir till well-blended. Add more milk or stock as needed, 1 tsp at a time, till mixture starts to form a ball. Divide dough in half. Wrap in plastic wrap and set aside.
Make Filling: In a bowl, combine wine, cornstarch, thyme, bouillon and pepper, then set aside. Cook mushrooms, onion, carrot and garlic in oil in a large fry pan until veggies are tender. Stir in the cooked roast beef. Add wine mixture to pan. Cook and stir over medium heat until thickened and bubbly. Cook another minute, then remove from heat to cool.
When ready to fill: Roll one portion of pastry on a lightly floured surface till slightly less than 1/8 inch thick. Cut into 3-inch circles. Re-roll scraps and cut enough circles to total 15. Repeat with remaining dough portion. Place 1 rounded teaspoon of meat mixture into center of each circle. Moisten edges with water and fold up two opposite sides to meet at top. Firmly press edges together. Flute edges with a fork or press with a fork. Prick dough a few times on each side. Place turnovers on an un-greased baking pan (I use parchment paper!). Freeze an hour. Carefully place in freezer container.
lined or parchment paper-line cookie sheets or jellyroll pans. Let thaw. Heat oven to 425 degrees. Stir together the egg and water. Brush over turnovers. Bake for 15 to 18 minutes or till golden brown. Serve warm with your favorite dip (horseradish, mustard, or other type).