Place the flour and salt in the bowl of a food processor and pulse to combine. Add the butter and pulse until the mixture resembles coarse crumbs, with some larger pieces remaining. With the machine running, add the water in a slow steady stream, just until the dough holds together without being wet or sticky. Turn the dough onto a clean work surface. Divide in half, and place each half on a sheet of plastic wrap. Shape into flattened disks, 1/4-1/3 inch thick. Wrap in plastic and refrigerate at least 1 hour, or overnight.

Heat 2 tablespoons of the oil in a large skillet over medium heat. Crumble the sausage into the pan and cook, stirring occasionally, until browned, about 4 minutes. Use a slotted spoon to tansfer to a paper towel-lined plate. Set aside.

Add the last 2 tablespoons of oil to the skillet with the onion. Cook, stirring occasionally, for 2 minutes. Add the crushed red pepper and season with salt and pepper. Continue cooking, stirring occasionally, until the onions are tender. Add tomatoes and cook until they release their juices, 3-4 minutes. Add the reserved sausage and stir to combine. Remove from heat and let cool completely. Stir in feta cheese and parsley; set aside.

Preheat oven to 425˚F with a racks in the upper and lower thirds. Line two baking sheets with parchment and set aside.

On a lightly floured surface, roll out one piece of dough to a 16x11-inch rectangle. Trim to 15x10. Slice into six 5x5-inch squares. With a dry pastry brush sweep off the excess flour. Place 1/2 cup sausage filling in the center of each square. Fold up all four corners around the filling so that the points almost meet in the center but do not touch. Repeat with remaining piece of dough and filling. Transfer to the prepared baking sheets.

Brush the tops of the dough with egg and sprinkle with fennel seed. Bake, rotating sheets halfway through, until pies are golden brown and the filling is set, about 40 minutes. Cool slightly on wire racks. Serve warm and enjoy!