Buffalo Turkey Hand Pies

Name: Buffalo Turkey Hand Pies
Ingredients: ½ cup buffalo-style hot sauce (such as Frank's RedHot); 2 tablespoons unsalted butter; 2 cups chopped cooked turkey (white meat) (about 12 ounces); 1 medium (2-ounce) celery stalk, finely chopped (about 1/3 cup); ¼ cup finely chopped scallions (from 2 large scallions [about 2 ounces]); ¼ teaspoon kosher salt; ¼ teaspoon black pepper, plus more to taste; 1 large egg; 1 tablespoon water; All-purpose flour, for dusting; 1 (14-ounce) package all-butter frozen puff pastry (such as Dufour), thawed and chilled; 3 ounces low-moisture part-skim mozzarella cheese, shredded (about 3/4 cup); Flaky sea salt, for garnish