Heat a large skillet over medium-high heat. Add the olive oil, ground turkey, and smoked paprika. Cook for 5 to 6 minutes, breaking the meat up with a wooden spoon as it cooks.
Add the grated carrot and bell pepper. Continue cooking until the turkey is browned and any liquid in the pan has evaporated. The filling should be fairly dry so it doesn’t make the pastry soggy.
Remove the skillet from the heat and let the filling cool for at least 10 to 15 minutes.
Preheat the oven to 350°F (180°C). Line two baking sheets with parchment paper.
Unroll the pastry on a lightly floured surface. Use a ghost-shaped cookie cutter to cut out an even number of shapes. Half will be the bottoms and half will be the tops.
Gently press the pastry scraps together, roll them out again, and cut more ghosts until you’ve used as much of the dough as possible.
Arrange half of the ghost shapes on the prepared baking sheets. Spoon a small amount of turkey filling into the center of each one, leaving about a ¼-inch border around the edges. Sprinkle a little cheddar over the filling.
Cut two eyes and a mouth into the remaining ghost shapes using the tip of a small knife or a round piping tip.
Place one decorated ghost over each filled base. Press the edges together with your fingers, then seal them with the tines of a fork.
Crack the egg into a small bowl and beat it with a fork. Brush the tops of the hand pies lightly with the egg wash, trying not to let it drip down the sides.
Bake for 10 to 12 minutes, or until the pastry is puffed and golden.
Let the hand pies rest on the baking sheet for a few minutes before serving. Serve warm with spicy tomato sauce or Mexican-style salsa on the side.