Combine 4 ingredients (chicken, cheese, mayonnaise and cilantro). Whisk egg and water until blended
Unroll 1 pie crust on lightly floured surface, roll out to 12 inch diameter with rolling pin. Cut into 8(4-inch) rounds with biscuit cutter, re-rolling scraps as necessary,place in single layer on parchment covered baking sheet. Repeat with remaining pie crust.
Spoon 2 tablespoons chicken mixture onto center of round; brush edge with egg. Fold in half. Gently press tops to remove excess air; seal edges with fork. Brush with remaining egg, Sprinkle with chili powder.