Well at least they didn’t come out purple.
As far as the dough, try substituting butter instead of shortening and brushing with ice water during baking rather than egg may help. When baking some bread products I have a small cast iron skillet in the bottom of my preheated oven that I put some ice cubes in. This adds moisture gives it a little poof and a nice crust.
Having never eaten one I’m not sure exactly what type of pastry is required to make it an authentic runza/piroshkis. Try a pizza/calzone type dough, that may be what your looking for. Chow Jim