For the Dough: Put the flour in a mixing bowl, and make a well in the center. Mix in the rest of the ingredients to form a soft dough. Knead until elastic. Form into a disk and wrap with plastic. Refrigerate for 1 hour to relax.
For the Filling: Preheat the oven to 400 degrees F. Peel and core the apples. Cut into 1/2-inch pieces. Whisk together the cornstarch, rum, apple juice, and sugar. Mix in the apples and cherries. Put the mixture in a baking dish a cover with foil. Bake for 15 minutes. Remove the foil and bake for 15 to 20 minutes more, occasionally stirring until juicy, gooey, and just tender. Let cool.
Bring a large pot of water to a boil.
Flour and roll the dough to 1/16 to 1/4-inch thick. Cut out 3-inch rounds. Paint with the egg wash. Drop 1 tablespoon of filling in the center of each round. Fold over, then crimp with a fork, pressing closed from the outside-in. Cook in small batches until tender but nice and chewy (about 3 minutes).
For the Butter Pecan Nic: Split the vanilla bean lengthwise. Scrape out the seeds. Reserve all.
Put the seeds, pod halves, milk, cream and 1/4 cup brown sugar in a heavy-bottomed, medium saucepan. Bring to a scald over low heat.
In the meantime, put the remaining 1/4 cup brown sugar, egg yolks and vanilla extract in a large bowl and whisk just to blend.
While gently whisking the yolks, drizzle the hot cream mixture into them so that they are gradually warmed up. Return everything to the saucepan and cook while stirring with a wooden spoon. Make sure that you are constantly scraping the spoon across the bottom of the pan so the custard does not scorch. The custard is done when it has thickened slightly and can evenly coat the back of the spoon. Do not let it come to a boil.
Strain the custard through a fine sieve. Press out all the liquid in the vanilla beans and add to the custard. Nestle the container holding the custard into a large bowl of ice. Let cool, stirring occasionally. When chilled, sprinkle with pecans.